References in zbMATH (referenced in 12 articles )

Showing results 1 to 12 of 12.
Sorted by year (citations)

  1. Punzo, Antonio; Bagnato, Luca; Maruotti, Antonello: Compound unimodal distributions for insurance losses (2018)
  2. Yang Hu; Carl Scarrott: evmix: An R package for Extreme Value Mixture Modeling, Threshold Estimation and Boundary Corrected Kernel Density Estimation (2018) not zbMATH
  3. Kojadinovic, Ivan; Naveau, Philippe: Detecting distributional changes in samples of independent block maxima using probability weighted moments (2017)
  4. Eric Gilleland and Richard Katz: extRemes 2.0: An Extreme Value Analysis Package in R (2016) not zbMATH
  5. Yuen, Robert; Stoev, Stilian: CRPS M-estimation for max-stable models (2014)
  6. Bee, Marco: A maximum entropy approach to loss distribution analysis (2013)
  7. Gilleland, Eric; Ribatet, Mathieu; Stephenson, Alec G.: A software review for extreme value analysis (2013)
  8. 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)
  9. Gudendorf, Gordon; Segers, Johan: Nonparametric estimation of multivariate extreme-value copulas (2012)
  10. Gudendorf, Gordon; Segers, Johan: Nonparametric estimation of an extreme-value copula in arbitrary dimensions (2011)
  11. Bacro, Jean-Noël; Bel, Liliane; Lantuéjoul, Christian: Testing the independence of maxima: from bivariate vectors to spatial extreme fields: asymptotic independence of extremes (2010)
  12. Yee, Thomas W.; Stephenson, Alec G.: Vector generalized linear and additive extreme value models (2007)