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ExtremalDep (version 0.0.3-5)
Extremal Dependence Models
Description
A set of procedures for modelling parametrically and non-parametrically the dependence structure of multivariate extreme-values is provided. The statistical inference is performed with non-parametric estimators, likelihood-based estimators and Bayesian techniques. Adapts the methodologies derived in Beranger et al. (2019) , Beranger et al. (2017) , Beranger and Padoan (2015) , Marcon et al. (2017) , Marcon et al. (2017) and Marcon et al. (2016) . It also refers to the works of Bortot (2010) , Padoan (2011) , Cooley et al. (2010) , Husler and Reiss (1989) , Engelke et al. (2015) , Coles and Tawn (1991) , Nikoloulopoulos et al. (2011) , Opitz (2013) , Tawn (1990) , Azzalini and Capitanio (2014) , Azzalini (2003) , Azzalini and Capitanio (1999) , Azzalini and Dalla Valle (1996) , Einmahl et al. (2013) , Naveau et al (2009) and Heffernan and Tawn (2004) .