• ismev

  • Referenced in 407 articles [sw11209]
  • Introduction to Statistical Modeling of Extreme Values. Functions to support the computations carried ... Introduction to Statistical Modeling of Extreme Values’ by Stuart Coles. The functions may be divided...
  • copula

  • Referenced in 172 articles [sw14499]
  • commonly used elliptical, Archimedean, extreme value and some more copula families. Methods for density, distribution...
  • ftnonpar

  • Referenced in 67 articles [sw11128]
  • Smooth functions and local extreme values. Computational Statistics and Data Analysis (to appear) D”umbgen...
  • RandomFields

  • Referenced in 65 articles [sw08188]
  • Random Fields. Simulation of Gaussian and extreme value random fields; conditional simulation; kriging; maximum likelihood...
  • StFinMetrics

  • Referenced in 38 articles [sw29976]
  • analysis and change-point detection; modelling extreme values and risk measures. The book contains many...
  • RMetrics

  • Referenced in 35 articles [sw09991]
  • Testing, GARCH Modelling and Volatility Forecasting, Extreme Value Theory and Copulae, Pricing of Derivatives, Portfolio...
  • evd

  • Referenced in 24 articles [sw12267]
  • package evd: Functions for extreme value distributions. Extends simulation, distribution, quantile and density functions ... univariate and multivariate parametric extreme value distributions, and provides fitting functions which calculate maximum likelihood...
  • ADBASE

  • Referenced in 64 articles [sw08460]
  • paper, the numbers of efficient extreme points possessed by MOLPs (including multiple objective transportation problems ... addition, the way the utility values of the efficient extreme points might be distributed over...
  • evir

  • Referenced in 18 articles [sw10489]
  • package evir: Extreme Values in R. Functions for extreme value theory, which may be divided...
  • WAFO

  • Referenced in 25 articles [sw07370]
  • wave steepness, wave period distributions Statistics: Extreme value analysis; Kernel density estimation, Hidden markov models...
  • extRemes

  • Referenced in 13 articles [sw23856]
  • package extRemes: An Extreme Value Analysis Package in R. This article describes the extreme value...
  • LSRN

  • Referenced in 27 articles [sw09555]
  • which is embarrassingly parallel, and a singular value decomposition of size ⌈γmin ... strong concentration result on the extreme singular values, and hence that the number of iterations...
  • texmex

  • Referenced in 9 articles [sw12325]
  • package texmex: Statistical modelling of extreme values. Statistical extreme value modelling of threshold excesses, maxima ... Generalised Pareto, and Generalised Extreme Value model respectively. These models may be fitted by using...
  • EVIM

  • Referenced in 10 articles [sw00255]
  • EVIM: a software package for extremel value analysis in MATLAB. From the practitioners’ point ... studies can answer is what are the extreme movements that can be expected in financial ... questions within the framework of the extreme value theory. This paper provides a step ... step guideline for extreme value analysis in the MATLAB environment with several examples...
  • ILUT

  • Referenced in 174 articles [sw08734]
  • problems, since it does not consider numerical values. The second is often far more expensive ... propose is a compromise between these two extremes...
  • MAMMOTH

  • Referenced in 11 articles [sw26215]
  • folds with good accuracy by an extreme value distribution. From this observation, a structural similarity...
  • AS 215

  • Referenced in 10 articles [sw03873]
  • parameters of the generalized extreme-value distribution...
  • evmix

  • Referenced in 7 articles [sw19523]
  • package evmix. Extreme Value Mixture Modelling, Threshold Estimation and Boundary Corrected Kernel Density Estimation ... model diagnostics for univariate stationary extreme value mixture models are provided. Kernel density estimation including...
  • AS 218

  • Referenced in 7 articles [sw14100]
  • Fisher information matrix for the smallest extreme value distribution and censored data...
  • SackinMinimizer

  • Referenced in 7 articles [sw39018]
  • Extremal values of the Sackin tree balance index. Tree balance plays an important role...