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Truncated Multivariate Normal and Student Distributions

Modelling of Extreme Values

Liouville Copulas

Multivariate Peaks-over-Threshold Modelling for Spatial Extreme Events

Risk Estimation Using the Joint Probability Method

Statistical Methods for the Analysis of Excess Lifetimes

Computes Value at Risk and Expected Shortfall for over 100 Parametric Distributions

Multivariate Extremes: Bayesian Estimation of the Spectral Measure

Spatial Extreme Value Analysis with the Hierarchical Model of Reich and Shaby (2012)

Mean of Order P, Peaks over Random Threshold Hill and High Quantile Estimates

Multivariate Inverse Gaussian Distribution

Kernel Density Estimation for Random Symmetric Positive Definite Matrices