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
References in zbMATH (referenced in 396 articles , 1 standard article )
Showing results 1 to 20 of 396.
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- Abu-Awwad, A.; Maume-Deschamps, V.; Ribereau, P.: Semiparametric estimation for space-time max-stable processes: an (F)-madogram-based approach (2021)
- Bourguignon, Marcelo; do Nascimento, Fernando Ferraz: Regression models for exceedance data: a new approach (2021)
- Bronski, Jared C.; Carty, Thomas E.; DeVille, Lee: Synchronisation conditions in the Kuramoto model and their relationship to seminorms (2021)
- Carney, Meagan; Holland, Mark; Nicol, Matthew: Extremes and extremal indices for level set observables on hyperbolic systems (2021)
- Chen, Wanfang; Castruccio, Stefano; Genton, Marc G.: Assessing the risk of disruption of wind turbine operations in Saudi Arabia using Bayesian spatial extremes (2021)
- do Nascimento, Fernando Ferraz; Assunção, Alan da Silva: Regression models for change point data in extremes (2021)
- Drees, Holger; Janßen, Anja; Neblung, Sebastian: Cluster based inference for extremes of time series (2021)
- Farkas, Sébastien; Lopez, Olivier; Thomas, Maud: Cyber claim analysis using generalized Pareto regression trees with applications to insurance (2021)
- Gnecco, Nicola; Meinshausen, Nicolai; Peters, Jonas; Engelke, Sebastian: Causal discovery in heavy-tailed models (2021)
- Hees, Katharina; Nayak, Smarak; Straka, Peter: Statistical inference for inter-arrival times of extreme events in bursty time series (2021)
- Jung, Kwangmin: Extreme data breach losses: an alternative approach to estimating probable maximum loss for data breach risk (2021)
- Lawley, Sean D.: Extreme first passage times of piecewise deterministic Markov processes (2021)
- Malliouri, Dimitra I.; Memos, Constantine D.; Soukissian, Takvor H.; Tsoukala, Vasiliki K.: Assessing failure probability of coastal structures based on probabilistic representation of sea conditions at the structures’ location (2021)
- Pereira, Paulo V. C.; Previdelli, Isolde T. S.; Davison, Anthony C.: Practical issues with modeling extreme Brazilian rainfall (2021)
- Rohrbeck, Christian; Simpson, Emma S.; Towe, Ross P.: A spatio-temporal model for Red Sea surface temperature anomalies (2021)
- Saunders, K. R.; Stephenson, A. G.; Karoly, D. J.: A regionalisation approach for rainfall based on extremal dependence (2021)
- Stenger, Jérôme; Gamboa, Fabrice; Keller, Merlin: Optimization of quasi-convex function over product measure sets (2021)
- Sun, Hong; Xu, Maochao; Zhao, Peng: Modeling malicious hacking data breach risks (2021)
- Xu, Maochao; Zhang, Yiying: Data breach CAT bonds: modeling and pricing (2021)
- Abu-Awwad, A.; Maume-Deschamps, V.; Ribereau, P.: Fitting spatial max-mixture processes with unknown extremal dependence class: an exploratory analysis tool (2020)