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Robert Yuen
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ensembleMOS: Ensemble model output statistics
RA Yuen, S Baran, C Fraley, T Gneiting, S Lerch, M Scheuerer, ...
R package version 0.8 2, 2018
252018
CRPS M-estimation for max-stable models
R Yuen, S Stoev
Extremes 17, 387-410, 2014
252014
Time‐varying effect moderation using the structural nested mean model: estimation using inverse‐weighted regression with residuals
D Almirall, BA Griffin, DF McCaffrey, R Ramchand, RA Yuen, SA Murphy
Statistics in Medicine 33 (20), 3466-3487, 2014
212014
Distributionally robust inference for extreme Value-at-Risk
R Yuen, S Stoev, D Cooley
Insurance: Mathematics and Economics 92, 70-89, 2020
112020
R package ensembleMOS, Version 0.8. 2: Ensemble Model Output Statistics
RA Yuen, S Baran, C Fraley, T Gneiting, S Lerch, M Scheuerer, ...
Elérheto: https://cran. r-project. org/package= ensembleMOS [Letöltve: 2019 …, 2018
72018
Upper bounds on value-at-risk for the maximum portfolio loss
R Yuen, S Stoev
Extremes 17, 585-614, 2014
62014
Examining moderated effects of additional adolescent substance use treatment: Structural nested mean model estimation using inverse-weighted regression-with-residuals
D Almirall, DF McCaffrey, BA Griffin, R Ramchand, RA Yuen, SA Murphy
Technical Report, 2012
32012
Examining moderated effects of additional adolescent substance use treatment: Structural nested mean model estimation using inverse-weighted regression-with-residuals
D Almirall, DF McCaffrey, BA Griffin, R Ramchand, RA Yuen, SA Murphy
Technical Report, 2012
32012
A hierarchical Gauss-Pareto model for spatial prediction of extreme precipitation
R Yuen, P Guttorp
Technical Report 535, University of Michigan, 2014
22014
R-code for fitting max-linear models via minimum CRPS
R Yuen
12015
Topics on estimation, prediction and bounding risk for multivariate extremes
RA Yuen
University of Michigan, 2015
12015
R-code for fitting the Tawn-Molchanov max-stable model and computing bounds on VaR-max
RA Yuen
12014
Package ‘ensembleMOS’
RA Yuen, S Baran, C Fraley, T Gneiting, S Lerch, M Scheuerer, ...
2018
R-code for fitting the Gauss-Pareto model to extreme precipitation
R Yuen
2015
M-estimation for max-stable models
RA Yuen
2013
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Articles 1–15