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2 projects in result set.
0. Modelling Peaks Over Threshold - The project consists in developing functions for peaks over threshold modeling. Most of results come from the extreme value theory (EVT). The EVT is currently extensively used, mostly in environmental sciences and finance.
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- Topic : Finance : Risk Management : Value at Risk [Filter]
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Activity Percentile: 0.00
Registered: 2007-09-21 14:29 |
1. SpatialExtremes - The SpatialExtremes package aims to develop tools for the modeling of spatial extremes. The knowledge of the univariate/multivariate distribution of extremes is not enough. This package will try to fill this gap.
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- Development Status : 5 - Production/Stable [Filter]
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- Topic : Multivariate Statistics : Latent Variable Approaches [Filter]
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- Topic : Spatial Data & Statistics [Filter]
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Registered: 2008-10-04 11:03 |
