Penalized quasi-maximum likelihood estimation for extreme value models with application to flood frequency analysis

DOI10.1007/S10687-020-00379-YzbMath1466.62420OpenAlexW3033240457MaRDI QIDQ2028591

Jona Lilienthal, Paul Kinsvater, Roland Fried, Axel Bücher

Publication date: 1 June 2021

Published in: Extremes (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10687-020-00379-y

zbMATH Keywords

generalized extreme value distributiontuning parameter selectionregionalizationconsistency with rateindex flood assumption

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Applications of statistics to environmental and related topics (62P12) Statistics of extreme values; tail inference (62G32) Hydrology, hydrography, oceanography (86A05) Large deviations (60F10)

Related Items (1)

Regional pooling in extreme event attribution studies: an approach based on multiple statistical testing

Uses Software

• LMOMENTS
• ElemStatLearn

Cites Work

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• Bayesian Spatial Modeling of Extreme Precipitation Return Levels
• Asymptotic Statistics
• Sparsity and Smoothness Via the Fused Lasso
• On extreme values in stationary sequences

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