References in zbMATH (referenced in 16 articles )

Showing results 1 to 16 of 16.
Sorted by year (citations)

  1. Ben Youngman: evgam: An R package for Generalized Additive Extreme Value Models (2020) arXiv
  2. Yang Hu; Carl Scarrott: evmix: An R package for Extreme Value Mixture Modeling, Threshold Estimation and Boundary Corrected Kernel Density Estimation (2018) not zbMATH
  3. Bee, M.: Density approximations and VaR computation for compound Poisson-lognormal distributions (2017)
  4. Reynkens, Tom; Verbelen, Roel; Beirlant, Jan; Antonio, Katrien: Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions (2017)
  5. Chan, Stephen; Nadarajah, Saralees; Afuecheta, Emmanuel: An \textttRpackage for value at risk and expected shortfall (2016)
  6. Eric Gilleland and Richard Katz: extRemes 2.0: An Extreme Value Analysis Package in R (2016) not zbMATH
  7. Miljkovic, Tatjana; Grün, Bettina: Modeling loss data using mixtures of distributions (2016)
  8. Ana Cebrián; Jesús Abaurrea; Jesús Asín: NHPoisson: An R Package for Fitting and Validating Nonhomogeneous Poisson Processes (2015) not zbMATH
  9. Gilleland, Eric; Ribatet, Mathieu; Stephenson, Alec G.: A software review for extreme value analysis (2013)
  10. Gonzalez, Juan; Rodriguez, Daniela; Sued, Mariela: Threshold selection for extremes under a semiparametric model (2013)
  11. Nadarajah, Saralees; Afuecheta, Emmanuel; Chan, Stephen: A double generalized Pareto distribution (2013)
  12. Pfaff, Bernhard: Financial risk modelling and portfolio optimization with R (2013)
  13. Ruckdeschel, Peter; Horbenko, Nataliya: Optimally robust estimators in generalized Pareto models (2013)
  14. Tsay, Ruey S.: An introduction to analysis of financial data with R. (2013)
  15. Alejandro Quintela-del-Río; Graciela Estévez-Pérez: Nonparametric Kernel Distribution Function Estimation with kerdiest: An R Package for Bandwidth Choice and Applications (2012) not zbMATH
  16. Ferrari, Davide; Paterlini, Sandra: The maximum (L_q)-likelihood method: an application to extreme quantile estimation in finance (2009)