Introduction | Data | Fitting a model | Formula | Penalty types | Lasso | Group Lasso | Fused Lasso | Generalized Fused Lasso | Combined penalty | Fitting function | Output | Selection of lambda | In-sample selection | Out-of-sample selection | Stratified $k$-fold cross-validation | Deterministic selection of lambda | Munich rent example | Graph-Guided Fused Lasso | References

Introduction | Datasets | Graphical methods | Exponential QQ-plot | Pareto QQ-plot | Log-normal QQ-plot | Weibull QQ-plot | Estimators of the EVI | Estimators of $\gamma>0$ | General estimators | Estimators of quantiles and return periods | Estimators of quantiles | Estimators of return periods | Censored data | Right censored data | Interval censored data | Global fits using splicing | Fitting a spliced distribution | Checking adequacy of fitted spliced distribution | Risk measures | Excess-loss premiums | Value-at-Risk | Conditional Tail Expectation | Simulations | Distributions | Approximations of the distribution function | Classical approximations | Approximations using orthogonal polynomials | References