References in zbMATH (referenced in 17 articles )

Showing results 1 to 17 of 17.
Sorted by year (citations)

  1. Cooley, Daniel; Thibaud, Emeric; Castillo, Federico; Wehner, Michael F.: A nonparametric method for producing isolines of bivariate exceedance probabilities (2019)
  2. Dey, Arabin Kumar; Paul, Biplab: Some variations of EM algorithms for Marshall-Olkin bivariate Pareto distribution with location and scale (2019)
  3. Huang, Whitney K.; Cooley, Daniel S.; Ebert-Uphoff, Imme; Chen, Chen; Chatterjee, Snigdhansu: New exploratory tools for extremal dependence: (\chi) networks and annual extremal networks (2019)
  4. Mercadier, Cécile; Roustant, Olivier: The tail dependograph (2019)
  5. Punzo, Antonio; Bagnato, Luca; Maruotti, Antonello: Compound unimodal distributions for insurance losses (2018)
  6. Yang Hu; Carl Scarrott: evmix: An R package for Extreme Value Mixture Modeling, Threshold Estimation and Boundary Corrected Kernel Density Estimation (2018) not zbMATH
  7. Kojadinovic, Ivan; Naveau, Philippe: Detecting distributional changes in samples of independent block maxima using probability weighted moments (2017)
  8. Eric Gilleland and Richard Katz: extRemes 2.0: An Extreme Value Analysis Package in R (2016) not zbMATH
  9. Yuen, Robert; Stoev, Stilian: CRPS M-estimation for max-stable models (2014)
  10. Bee, Marco: A maximum entropy approach to loss distribution analysis (2013)
  11. Gilleland, Eric; Ribatet, Mathieu; Stephenson, Alec G.: A software review for extreme value analysis (2013)
  12. 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)
  13. Gudendorf, Gordon; Segers, Johan: Nonparametric estimation of multivariate extreme-value copulas (2012)
  14. Gudendorf, Gordon; Segers, Johan: Nonparametric estimation of an extreme-value copula in arbitrary dimensions (2011)
  15. Bacro, Jean-Noël; Bel, Liliane; Lantuéjoul, Christian: Testing the independence of maxima: from bivariate vectors to spatial extreme fields: asymptotic independence of extremes (2010)
  16. Jaschke, Stefan; Stahl, Gerhard; Stehle, Richard: Value-at-risk forecasts under scrutiny - the German experience (2007)
  17. Yee, Thomas W.; Stephenson, Alec G.: Vector generalized linear and additive extreme value models (2007)