Software for the analysis of extreme events: The current state and future directions

DOI10.1007/s10687-006-7962-0zbMath1114.62002OpenAlexW2162766135MaRDI QIDQ881399

Eric Gilleland, Alec G. Stephenson

Publication date: 29 May 2007

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-006-7962-0

zbMATH Keywords

extreme value theorystatistical computingsoftware development

Mathematics Subject Classification ID

Related Items (5)

A modeler's guide to extreme value software ⋮ A software review for extreme value analysis ⋮ Vector generalized linear and additive extreme value models ⋮ Nonparametric estimation of the dependence function for a multivariate extreme value distribution ⋮ Weak convergence of the tail empirical process for dependent sequences

Uses Software

• S-PLUS
• ismev

Cites Work

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• A moment estimator for the index of an extreme-value distribution
• Extremes and related properties of random sequences and processes
• A spectral representation for max-stable processes
• Statistical inference using extreme order statistics
• A simple general approach to inference about the tail of a distribution
• Bayesian inference for extremes: accounting for the three extremal types
• Maximum likelihood estimation in a class of nonregular cases
• Statistics for near independence in multivariate extreme values
• Inference for Clusters of Extreme Values
• An introduction to statistical modeling of extreme values
• Dependence measures for extreme value analyses

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