4 years ago by Leo Belzile
Multivariate Extremes: Bayesian Estimation of the Spectral Measure
2 years ago by Leo Belzile
Truncated Multivariate Normal and Student Distributions
4 years ago by Leo Belzile
Computes Value at Risk and Expected Shortfall for over 100 Parametric Distributions
2 years ago by Leo Belzile
Mean of Order P, Peaks over Random Threshold Hill and High Quantile Estimates
a year ago by Leo Belzile
Spatial Extreme Value Analysis with the Hierarchical Model of Reich and Shaby (2012)
5 months ago by Leo Belzile
Kernel Density Estimation for Random Symmetric Positive Definite Matrices
4 months ago by Leo Belzile
Statistical Methods for the Analysis of Excess Lifetimes
2 years ago by Leo Belzile
Multivariate Peaks-over-Threshold Modelling for Spatial Extreme Events