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 0980.62043Coles, Stuart 2001 all top 5 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 all top 5 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. 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Mathematical, Physical and Engineering Sciences 1 Statistical Inference for Stochastic Processes 1 Communications in Nonlinear Science and Numerical Simulation ...and 32 more Serials all top 5 Cited in 25 Fields 333 Statistics (62-XX) 110 Probability theory and stochastic processes (60-XX) 56 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 49 Numerical analysis (65-XX) 43 Geophysics (86-XX) 14 Dynamical systems and ergodic theory (37-XX) 13 Computer science (68-XX) 11 Biology and other natural sciences (92-XX) 9 Operations research, mathematical programming (90-XX) 7 Statistical mechanics, structure of matter (82-XX) 5 Fluid mechanics (76-XX) 5 Systems theory; control (93-XX) 4 Mechanics of deformable solids (74-XX) 3 Combinatorics (05-XX) 3 Functional analysis (46-XX) 3 Convex and discrete geometry (52-XX) 3 Mechanics of particles and systems (70-XX) 2 Algebraic topology (55-XX) 2 Astronomy and astrophysics (85-XX) 1 General and overarching topics; collections (00-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Ordinary differential equations (34-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Quantum theory (81-XX) Citations by Year