ismev

R package ismev: An Introduction to Statistical Modeling of Extreme Values. Functions to support the computations carried out in ‘An Introduction to Statistical Modeling of Extreme Values’ by Stuart Coles. The functions may be divided into the following groups; maxima/minima, order statistics, peaks over thresholds and point processes.

Keywords for this software

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References in zbMATH (referenced in 370 articles , 1 standard article )

Showing results 1 to 20 of 370.
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  1. Carney, Meagan; Holland, Mark; Nicol, Matthew: Extremes and extremal indices for level set observables on hyperbolic systems (2021)
  2. Hees, Katharina; Nayak, Smarak; Straka, Peter: Statistical inference for inter-arrival times of extreme events in bursty time series (2021)
  3. Stenger, Jérôme; Gamboa, Fabrice; Keller, Merlin: Optimization of quasi-convex function over product measure sets (2021)
  4. Abu-Awwad, A.; Maume-Deschamps, V.; Ribereau, P.: Fitting spatial max-mixture processes with unknown extremal dependence class: an exploratory analysis tool (2020)
  5. Ben Youngman: evgam: An R package for Generalized Additive Extreme Value Models (2020) arXiv
  6. Blanchet, Jose; He, Fei; Murthy, Karthyek: On distributionally robust extreme value analysis (2020)
  7. Bódai, Tamás: An efficient algorithm to estimate the potential barrier height from noise-induced escape time data (2020)
  8. Caby, Theophile; Mantica, Giorgio: Extreme value theory of evolving phenomena in complex dynamical systems: firing cascades in a model of a neural network (2020)
  9. Carney, Meagan; Kantz, Holger; Nicol, Matthew: Analysis and simulation of extremes and rare events in complex systems (2020)
  10. Chen, Jian-Bing; Lyu, Meng-Ze: A new approach for time-variant probability density function of the maximal value of stochastic dynamical systems (2020)
  11. Chen, Zaoli; Samorodnitsky, Gennady: Extreme value theory for long-range-dependent stable random fields (2020)
  12. Chiapino, Maël; Clémençon, Stephan; Feuillard, Vincent; Sabourin, Anne: A multivariate extreme value theory approach to anomaly clustering and visualization (2020)
  13. Dey, Asim Kumer; Edwards, Audrene; Das, Kumer Pial: Determinants of high crude oil price: a nonstationary extreme value approach (2020)
  14. Diriba, Tadele Akeba; Debusho, Legesse Kassa: Modelling dependency effect to extreme value distributions with application to extreme wind speed at Port Elizabeth, South Africa: a frequentist and Bayesian approaches (2020)
  15. Lawley, Sean D.: Distribution of extreme first passage times of diffusion (2020)
  16. Lawley, Sean D.; Madrid, Jacob B.: A probabilistic approach to extreme statistics of Brownian escape times in dimensions 1, 2, and 3 (2020)
  17. Lehtomaa, Jaakko; Resnick, Sidney I.: Asymptotic independence and support detection techniques for heavy-tailed multivariate data (2020)
  18. Loyara, Vini Yves Bernadin; Guillaume Bagré, Remi; Barro, Diakarya: Estimation of the value at risk using the stochastic approach of Taylor formula (2020)
  19. Lucarini, Valerio: Introduction to the special issue on the statistical mechanics of climate (2020)
  20. Ma, Yaolan; Wei, Bo; Huang, Wei: A nonparametric estimator for the conditional tail index of Pareto-type distributions (2020)

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