Fast computation of large scale marginal extremes with multi-dimensional covariates

DOI10.1016/j.csda.2015.09.006zbMath1468.62164OpenAlexW2184498262MaRDI QIDQ1659506

Laks Raghupathi, Philip Jonathan, Kevin Ewans, David A. Randell

Publication date: 15 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2015.09.006

zbMATH Keywords

splinesextremesfast-computationhigh-performance computationnon-stationary effects

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Applications of statistics to environmental and related topics (62P12) Generalized linear models (logistic models) (62J12) Statistics of extreme values; tail inference (62G32) Geostatistics (86A32)

Cites Work

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• Generalized Linear Array Models with Applications to Multidimensional Smoothing
• Statistical Models
• Generalized Additive Modelling of Sample Extremes
• Statistical modeling of spatial extremes

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