evd

R package evd: Functions for extreme value distributions. Extends simulation, distribution, quantile and density functions to univariate and multivariate parametric extreme value distributions, and provides fitting functions which calculate maximum likelihood estimates for univariate and bivariate maxima models, and for univariate and bivariate threshold models.


References in zbMATH (referenced in 24 articles )

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  1. Bücher, Axel; Zhou, Chen: A horse race between the block maxima method and the peak-over-threshold approach (2021)
  2. Ben Youngman: evgam: An R package for Generalized Additive Extreme Value Models (2020) arXiv
  3. 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)
  4. 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
  5. Leonelli, Manuele; Gamerman, Dani: Semiparametric bivariate modelling with flexible extremal dependence (2020)
  6. Angelov, Angel G.; Ekström, Magnus; Kriström, Bengt; Nilsson, Mats E.: Four-decision tests for stochastic dominance, with an application to environmental psychophysics (2019)
  7. Cooley, Daniel; Thibaud, Emeric; Castillo, Federico; Wehner, Michael F.: A nonparametric method for producing isolines of bivariate exceedance probabilities (2019)
  8. Dey, Arabin Kumar; Paul, Biplab: Some variations of EM algorithms for Marshall-Olkin bivariate Pareto distribution with location and scale (2019)
  9. 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)
  10. Mercadier, Cécile; Roustant, Olivier: The tail dependograph (2019)
  11. Gilles Durrieu, Ion Grama, Kevin Jaunatre, Quang-Khoai Pham, Jean-Marie Tricot: extremefit: A Package for Extreme Quantiles (2018) not zbMATH
  12. Punzo, Antonio; Bagnato, Luca; Maruotti, Antonello: Compound unimodal distributions for insurance losses (2018)
  13. Yang Hu; Carl Scarrott: evmix: An R package for Extreme Value Mixture Modeling, Threshold Estimation and Boundary Corrected Kernel Density Estimation (2018) not zbMATH
  14. Kojadinovic, Ivan; Naveau, Philippe: Detecting distributional changes in samples of independent block maxima using probability weighted moments (2017)
  15. Eric Gilleland and Richard Katz: extRemes 2.0: An Extreme Value Analysis Package in R (2016) not zbMATH
  16. Yuen, Robert; Stoev, Stilian: CRPS M-estimation for max-stable models (2014)
  17. Bee, Marco: A maximum entropy approach to loss distribution analysis (2013)
  18. Gilleland, Eric; Ribatet, Mathieu; Stephenson, Alec G.: A software review for extreme value analysis (2013)
  19. 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)
  20. Gudendorf, Gordon; Segers, Johan: Nonparametric estimation of multivariate extreme-value copulas (2012)

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