Computer Code Supplement:

Extreme Value Modeling and Risk Analysis --- Methods and Applications

Edited by Dipak K. Dey and Jun Yan.

Download all the supplementary materials in a compressed file or browse them by chapter.

* Note that NOT every chapter contains supplementary materials.

Chap 1. Univariate Extreme Value Analysis (Dey, Roy, and Yan)

Chap 3. Univariate Extreme Value Mixture Modeling (Scarrott)

Chap 4. Threshold Selection in Extreme Value Analysis (Caeiro and Gomes)

Chap 5. Threshold Modeling of Nonstationary Extremes (Northrop, Jonathan, and Randell)

Chap 6. Block-Maxima of Vines (Killiches and Czado)

Chap 7. Time Series of Extremes (Reich and Shaby)

Chap 8. Max-Autoregressive and Moving Maxima Models for Extremes (Zhang, Peng, and Idowu)

Chap 9. Spatial Extremes and Max-Stable Processes (Ribatet, Dombry, and Oesting)

Chap 10. Simulation of Max-Stable Processes (Oesting, Ribatet, and Dombry)

Chap 12. Composite Likelihood for Extreme Values (Sang)

Chap 13. Bayesian Inference for Extreme Value Modelling (Stephenson)

Chap 14. Modelling Extremes Using Approximate Bayesian Computation (Erhardt and Sisson)

Chap 15. Estimation of Extreme Conditional Quantiles (Wang and Li)

Chap 16. Extreme Dependence Models (Beranger and Padoan)

Chap 17. Nonparametric Estimation of Extreme Dependence (Kiriliouk, Segers, and Warchol)

Chap 20. Interplay of Insurance and Financial Risks with Bivariate Regular Variation (Tang and Yuan)

Chap 21. Weather and Climate Disasters (Katz)

Chap 22. The Analysis of Safety Data from Clinical Trials (Papastathopoulos and Southworth)

Chap 23. Analysis of Bivariate Survival Data Based on Copulas with Log Generalized Extreme Value Marginals (Roy, Roy, and Dey)

Chap 24. Change Point Analysis of Top Batting Average (Chiou, Kang, and Yan)