References in zbMATH (referenced in 14 articles )

Showing results 1 to 14 of 14.
Sorted by year (citations)

  1. Yang Hu; Carl Scarrott: evmix: An R package for Extreme Value Mixture Modeling, Threshold Estimation and Boundary Corrected Kernel Density Estimation (2018) not zbMATH
  2. Bee, M.: Density approximations and VaR computation for compound Poisson-lognormal distributions (2017)
  3. Reynkens, Tom; Verbelen, Roel; Beirlant, Jan; Antonio, Katrien: Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions (2017)
  4. Chan, Stephen; Nadarajah, Saralees; Afuecheta, Emmanuel: An \textttRpackage for value at risk and expected shortfall (2016)
  5. Eric Gilleland and Richard Katz: extRemes 2.0: An Extreme Value Analysis Package in R (2016) not zbMATH
  6. Miljkovic, Tatjana; Grün, Bettina: Modeling loss data using mixtures of distributions (2016)
  7. Ana Cebrián; Jesús Abaurrea; Jesús Asín: NHPoisson: An R Package for Fitting and Validating Nonhomogeneous Poisson Processes (2015) not zbMATH
  8. Gilleland, Eric; Ribatet, Mathieu; Stephenson, Alec G.: A software review for extreme value analysis (2013)
  9. Gonzalez, Juan; Rodriguez, Daniela; Sued, Mariela: Threshold selection for extremes under a semiparametric model (2013)
  10. Nadarajah, Saralees; Afuecheta, Emmanuel; Chan, Stephen: A double generalized Pareto distribution (2013)
  11. Pfaff, Bernhard: Financial risk modelling and portfolio optimization with R (2013)
  12. Ruckdeschel, Peter; Horbenko, Nataliya: Optimally robust estimators in generalized Pareto models (2013)
  13. Alejandro Quintela-del-Río; Graciela Estévez-Pérez: Nonparametric Kernel Distribution Function Estimation with kerdiest: An R Package for Bandwidth Choice and Applications (2012) not zbMATH
  14. Ferrari, Davide; Paterlini, Sandra: The maximum (L_q)-likelihood method: an application to extreme quantile estimation in finance (2009)