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ismev

swMATH ID: 11209
Software Authors: Janet E. Heffernan; Alec G. Stephenson
Description: 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.
Homepage: http://cran.r-project.org/web/packages/ismev/index.html
Source Code: https://github.com/cran/ismev
Dependencies: R
Related Software: R; QRM; SpatialExtremes; LMOMENTS; evd; bootlib; spBayes; BayesDA; KernSmooth; extRemes; evir; bootstrap; texmex; SemiPar; VGAM; fExtremes; plfit; WinBUGS; POT; evdbayes
Cited in: 414 Publications

Standard Articles

1 Publication describing the Software, including 1 Publication in zbMATH Year
An introduction to statistical modeling of extreme values. Zbl 0980.62043
Coles, Stuart
2001
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Cited by 736 Authors

13 Tawn, Jonathan A.
12 Davison, Anthony C.
9 Resnick, Sidney Ira
8 Cooley, Daniel S.
8 Falk, Michael
8 Lucarini, Valerio
8 Stephenson, Alec G.
7 Ferraz do Nascimento, Fernando
7 Naveau, Philippe
6 Padoan, Simone A.
5 Bacro, Jean-Noël
5 Chavez-Demoulin, Valérie
5 Reich, Brian James
5 Ribereau, Pierre
5 Rootzén, Holger
4 Bódai, Tamás
4 Coles, Stuart G.
4 Davis, Richard A.
4 Cortés de Zea Bermudez, Patrícia
4 Faranda, Davide
4 Gaetan, Carlo
4 Girard, Stéphane
4 Guillou, Armelle
4 Huang, Chao
4 Klüppelberg, Claudia
4 Lin, Jinguan
4 Michel, René
4 Park, Jeong-Soo
4 Reiss, Rolf-Dieter
4 Rohrbeck, Christian
4 Segers, Johan
4 Smith, Richard L.
4 Wouters, Jeroen
4 Zhang, Zhengjun
3 Alm, Jonas
3 Bourguignon, Marcelo
3 Clémençon, Stéphan
3 de Carvalho, Miguel
3 del Castillo, Joan
3 Dombry, Clément
3 Drees, Holger
3 Eckert, Nicolas
3 Engelke, Sebastian
3 Genton, Marc G.
3 Goegebeur, Yuri
3 Huser, Raphaël
3 Kotz, Samuel
3 Kunihama, Tsuyoshi
3 Lawley, Sean D.
3 Luceño, Alberto
3 Mendes, Beatriz Vaz de Melo
3 Nadarajah, Saralees
3 Omori, Yasuhiro
3 Ribatet, Mathieu
3 Sabourin, Anne
3 Shaby, Benjamin A.
3 Sisson, Scott A.
3 Sterk, Alef E.
3 Thibaud, Emeric
3 Wadsworth, Jennifer L.
3 Yan, Jun
3 Zhang, Xuebin
2 Abu-Awwad, Abdul-Fattah
2 Bader, Brian
2 Barakat, Haroon Mohamed
2 Bareche, Aïcha
2 Barro, Diakarya
2 Beirlant, Jan
2 Bellanger, Lise
2 Best, D. John
2 Boldi, Marc-Olivier
2 Bortot, Paola
2 Byon, Eunshin
2 Cabras, Stefano
2 Caby, Theophile
2 Cai, Yuzhi
2 Carney, Meagan
2 Castellanos, María Eugenia
2 Cherfaoui, Mouloud
2 Cooray, Kahadawala
2 Dana, Syamal Kumar
2 Daoudi, Jalila
2 Das, Kumer Pial
2 Davidson, Russell
2 de Haan, Laurens
2 Dey, Asim Kumer
2 Dey, Dipak Kumar
2 Diebolt, Jean
2 Eastoe, Emma F.
2 Egboiyi, Benedict
2 Einmahl, John H. J.
2 Elek, Péter
2 Embrechts, Paul
2 Erhardt, Robert J.
2 Fawcett, Lee
2 Flachaire, Emmanuel
2 Forbes, Florence
2 Friederichs, Petra
2 Gálfi, Vera Melinda
2 Ghosh, Dibakar
...and 636 more Authors
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Cited in 132 Serials

53 Extremes
19 The Annals of Applied Statistics
17 Journal of Applied Statistics
16 Journal of Multivariate Analysis
14 Computational Statistics and Data Analysis
14 Stochastic Environmental Research and Risk Assessment
10 Journal of Statistical Planning and Inference
9 Insurance Mathematics & Economics
9 Journal of Agricultural, Biological, and Environmental Statistics
7 Journal of Statistical Physics
7 Journal of Econometrics
7 Statistics & Probability Letters
7 Journal of Statistical Theory and Practice
6 Communications in Statistics. Simulation and Computation
5 Communications in Statistics. Theory and Methods
5 European Journal of Operational Research
5 Bernoulli
5 Journal of the Royal Statistical Society. Series C. Applied Statistics
5 Scandinavian Actuarial Journal
5 Quantitative Finance
5 North American Actuarial Journal
5 Journal of Computational and Graphical Statistics
4 Metrika
4 Journal of Time Series Analysis
4 Stochastic Processes and their Applications
4 Chaos
4 Methodology and Computing in Applied Probability
4 Brazilian Journal of Probability and Statistics
3 The Canadian Journal of Statistics
3 Nonlinearity
3 Scandinavian Journal of Statistics
3 The Annals of Statistics
3 Mathematics and Computers in Simulation
3 Physica D
3 Statistics
3 Applied Mathematical Modelling
3 Journal of Statistical Computation and Simulation
3 Test
3 Statistical Modelling
3 Journal of Statistical Mechanics: Theory and Experiment
3 Journal of the Korean Statistical Society
3 Statistics and Computing
3 SIAM/ASA Journal on Uncertainty Quantification
2 Chaos, Solitons and Fractals
2 Automatica
2 Journal of the American Statistical Association
2 Statistical Science
2 The Annals of Applied Probability
2 Computational Statistics
2 Computational Economics
2 Complexity
2 Journal of the Royal Statistical Society. Series B. Statistical Methodology
2 Proceedings of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences
2 Applied Stochastic Models in Business and Industry
2 Stochastic Models
2 Statistical Methods and Applications
2 Journal of Physics A: Mathematical and Theoretical
2 AStA. Advances in Statistical Analysis
2 Electronic Journal of Statistics
2 European Actuarial Journal
1 The American Statistician
1 Computer Methods in Applied Mechanics and Engineering
1 Computer Physics Communications
1 Journal of Computational Physics
1 Journal of Fluid Mechanics
1 Journal of Mathematical Biology
1 Journal of Mathematical Physics
1 Mathematical Biosciences
1 Physica A
1 Physics Reports
1 Bulletin of Mathematical Biology
1 Annals of the Institute of Statistical Mathematics
1 Biometrical Journal
1 Fuzzy Sets and Systems
1 Information Sciences
1 International Journal of Mathematics and Mathematical Sciences
1 Journal of Computational and Applied Mathematics
1 Kybernetika
1 Mathematical Social Sciences
1 International Journal of Approximate Reasoning
1 Journal of Theoretical Probability
1 Neural Networks
1 Annals of Operations Research
1 Machine Learning
1 Applications of Mathematics
1 Journal of Global Optimization
1 Indagationes Mathematicae. New Series
1 SIAM Journal on Optimization
1 Journal of Nonlinear Science
1 Journal of Nonparametric Statistics
1 Mathematical Problems in Engineering
1 European Series in Applied and Industrial Mathematics (ESAIM): Probability and Statistics
1 Soft Computing
1 Australian & New Zealand Journal of Statistics
1 Far East Journal of Theoretical Statistics
1 Data Mining and Knowledge Discovery
1 The Econometrics Journal
1 Philosophical Transactions of the Royal Society of London. Series A. Mathematical, Physical and Engineering Sciences
1 Statistical Inference for Stochastic Processes
1 Communications in Nonlinear Science and Numerical Simulation
...and 32 more Serials

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