A software review for extreme value analysis
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Publication:907385
DOI10.1007/s10687-012-0155-0zbMath1329.62027OpenAlexW2121066786MaRDI QIDQ907385
Eric Gilleland, Mathieu Ribatet, Alec G. Stephenson
Publication date: 25 January 2016
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10687-012-0155-0
Software, source code, etc. for problems pertaining to statistics (62-04) Extreme value theory; extremal stochastic processes (60G70) Statistics of extreme values; tail inference (62G32)
Related Items (2)
A modeler's guide to extreme value software ⋮ Estimation of the Pareto and related distributions – A reference-intrinsic approach
Uses Software
Cites Work
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