evd: Functions for extreme value distributions. Extends simulation, distribution, quantile and density functions to univariate and multivariate parametric extreme value distributions, and provides fitting functions which calculate maximum likelihood estimates for univariate and bivariate maxima models, and for univariate and bivariate threshold models.
Keywords for this software
References in zbMATH (referenced in 9 articles )
Showing results 1 to 9 of 9.
- Kojadinovic, Ivan; Naveau, Philippe: Detecting distributional changes in samples of independent block maxima using probability weighted moments (2017)
- Yuen, Robert; Stoev, Stilian: CRPS M-estimation for max-stable models (2014)
- Bee, Marco: A maximum entropy approach to loss distribution analysis (2013)
- Gilleland, Eric; Ribatet, Mathieu; Stephenson, Alec G.: A software review for extreme value analysis (2013)
- Cooley, Daniel; Davis, Richard A.; Naveau, Philippe: Approximating the conditional density given large observed values via a multivariate extremes framework, with application to environmental data (2012)
- Gudendorf, Gordon; Segers, Johan: Nonparametric estimation of multivariate extreme-value copulas (2012)
- Gudendorf, Gordon; Segers, Johan: Nonparametric estimation of an extreme-value copula in arbitrary dimensions (2011)
- Bacro, Jean-Noël; Bel, Liliane; Lantuéjoul, Christian: Testing the independence of maxima: from bivariate vectors to spatial extreme fields: asymptotic independence of extremes (2010)
- Yee, Thomas W.; Stephenson, Alec G.: Vector generalized linear and additive extreme value models (2007)