Penalized likelihood inference in extreme value analyses

DOI10.1080/02664760120047889zbMath0991.62031OpenAlexW2072814285MaRDI QIDQ4540884

Francesco Pauli, Stuart G. Coles

Publication date: 28 July 2002

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664760120047889

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Applications of statistics (62P99)

Related Items

Nonparametric regression estimation of conditional tails: the random covariate case, Geostatistics of extremes, Extreme values identification in regression using a peaks-over-threshold approach, Vector generalized linear and additive extreme value models, Accounting for the threshold uncertainity in extreme value estimation, Local Estimation of the Second-Order Parameter in Extreme Value Statistics and Local Unbiased Estimation of the Tail Index, Mixed model-based additive models for sample extremes, Smoothing sample extremes: the mixed model approach, Smoothing sample extremes with dynamic models, Bayesian space-time gap filling for inference on extreme hot-spots: an application to Red Sea surface temperatures, Statistical modeling of spatial extremes, Generalized Additive Models for Exceedances of High Thresholds With an Application to Return Level Estimation for U.S. Wind Gusts, Sparse regression for extreme values, Modeling non-stationary extreme waves using a point process approach and wavelets, On tail trend detection: modeling relative risk

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