References in zbMATH (referenced in 21 articles )

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  1. Ben Youngman: evgam: An R package for Generalized Additive Extreme Value Models (2020) arXiv
  2. Iago Pereira Lemos; Antônio Marcos Gonçalves Lima; Marcus Antônio Viana Duarte: thresholdmodeling: A Python package for modeling excesses over a threshold using the Peak-Over-Threshold Method and the Generalized Pareto Distribution (2020) not zbMATH
  3. Leonelli, Manuele; Gamerman, Dani: Semiparametric bivariate modelling with flexible extremal dependence (2020)
  4. Angelov, Angel G.; Ekström, Magnus; Kriström, Bengt; Nilsson, Mats E.: Four-decision tests for stochastic dominance, with an application to environmental psychophysics (2019)
  5. Cooley, Daniel; Thibaud, Emeric; Castillo, Federico; Wehner, Michael F.: A nonparametric method for producing isolines of bivariate exceedance probabilities (2019)
  6. Dey, Arabin Kumar; Paul, Biplab: Some variations of EM algorithms for Marshall-Olkin bivariate Pareto distribution with location and scale (2019)
  7. 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)
  8. Mercadier, Cécile; Roustant, Olivier: The tail dependograph (2019)
  9. Punzo, Antonio; Bagnato, Luca; Maruotti, Antonello: Compound unimodal distributions for insurance losses (2018)
  10. Yang Hu; Carl Scarrott: evmix: An R package for Extreme Value Mixture Modeling, Threshold Estimation and Boundary Corrected Kernel Density Estimation (2018) not zbMATH
  11. Kojadinovic, Ivan; Naveau, Philippe: Detecting distributional changes in samples of independent block maxima using probability weighted moments (2017)
  12. Eric Gilleland and Richard Katz: extRemes 2.0: An Extreme Value Analysis Package in R (2016) not zbMATH
  13. Yuen, Robert; Stoev, Stilian: CRPS M-estimation for max-stable models (2014)
  14. Bee, Marco: A maximum entropy approach to loss distribution analysis (2013)
  15. Gilleland, Eric; Ribatet, Mathieu; Stephenson, Alec G.: A software review for extreme value analysis (2013)
  16. 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)
  17. Gudendorf, Gordon; Segers, Johan: Nonparametric estimation of multivariate extreme-value copulas (2012)
  18. Gudendorf, Gordon; Segers, Johan: Nonparametric estimation of an extreme-value copula in arbitrary dimensions (2011)
  19. Bacro, Jean-Noël; Bel, Liliane; Lantuéjoul, Christian: Testing the independence of maxima: from bivariate vectors to spatial extreme fields: asymptotic independence of extremes (2010)
  20. Jaschke, Stefan; Stahl, Gerhard; Stehle, Richard: Value-at-risk forecasts under scrutiny - the German experience (2007)

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