
ismev
 Referenced in 265 articles
[sw11209]
 Introduction to Statistical Modeling of Extreme Values. Functions to support the computations carried ... Introduction to Statistical Modeling of Extreme Values’ by Stuart Coles. The functions may be divided...

ftnonpar
 Referenced in 64 articles
[sw11128]
 Smooth functions and local extreme values. Computational Statistics and Data Analysis (to appear) D”umbgen...

copula
 Referenced in 48 articles
[sw14499]
 commonly used elliptical, Archimedean, extreme value and some more copula families. Methods for density, distribution...

RandomFields
 Referenced in 37 articles
[sw08188]
 Random Fields. Simulation of Gaussian and extreme value random fields; conditional simulation; kriging; maximum likelihood...

ADBASE
 Referenced in 58 articles
[sw08460]
 paper, the numbers of efficient extreme points possessed by MOLPs (including multiple objective transportation problems ... addition, the way the utility values of the efficient extreme points might be distributed over...

RMetrics
 Referenced in 22 articles
[sw09991]
 Testing, GARCH Modelling and Volatility Forecasting, Extreme Value Theory and Copulae, Pricing of Derivatives, Portfolio...

evir
 Referenced in 14 articles
[sw10489]
 package evir: Extreme Values in R. Functions for extreme value theory, which may be divided...

WAFO
 Referenced in 20 articles
[sw07370]
 wave steepness, wave period distributions Statistics: Extreme value analysis; Kernel density estimation, Hidden markov models...

evd
 Referenced in 12 articles
[sw12267]
 package evd: Functions for extreme value distributions. Extends simulation, distribution, quantile and density functions ... univariate and multivariate parametric extreme value distributions, and provides fitting functions which calculate maximum likelihood...

BIOGEME
 Referenced in 10 articles
[sw05049]
 Nested logit, Crossnested logit, Multivariate Extreme Value models, Discrete and continuous mixtures of Multivariate ... Extreme Value models, Models with nonlinear utility functions, Models designed for panel data, Heteroscedastic models...

EVIM
 Referenced in 9 articles
[sw00255]
 EVIM: a software package for extremel value analysis in MATLAB. From the practitioners’ point ... studies can answer is what are the extreme movements that can be expected in financial ... questions within the framework of the extreme value theory. This paper provides a step ... step guideline for extreme value analysis in the MATLAB environment with several examples...

texmex
 Referenced in 6 articles
[sw12325]
 package texmex: Statistical modelling of extreme values. Statistical extreme value modelling of threshold excesses, maxima ... Generalised Pareto, and Generalised Extreme Value model respectively. These models may be fitted by using...

ILUT
 Referenced in 123 articles
[sw08734]
 problems, since it does not consider numerical values. The second is often far more expensive ... propose is a compromise between these two extremes...

MAMMOTH
 Referenced in 9 articles
[sw26215]
 folds with good accuracy by an extreme value distribution. From this observation, a structural similarity...

LSRN
 Referenced in 14 articles
[sw09555]
 which is embarrassingly parallel, and a singular value decomposition of size ⌈γmin ... strong concentration result on the extreme singular values, and hence that the number of iterations...

AS 215
 Referenced in 8 articles
[sw03873]
 parameters of the generalized extremevalue distribution...

AS 218
 Referenced in 7 articles
[sw14100]
 Fisher information matrix for the smallest extreme value distribution and censored data...

fCopulae
 Referenced in 5 articles
[sw22144]
 families of Archemedean, Elliptical, Extreme Value, and Empirical Copulae...

extRemes
 Referenced in 3 articles
[sw23856]
 package extRemes: An Extreme Value Analysis Package in R. This article describes the extreme value...

lmomco
 Referenced in 4 articles
[sw14732]
 Generalized (Gen.) Exp. Poisson [L], Gen. Extreme Value [L], Gen. Lambda [L,TL], Gen. Logistic...