Smoothing sample extremes: the mixed model approach

DOI10.1016/j.csda.2009.04.005zbMath1453.62129OpenAlexW2066978667MaRDI QIDQ961868

Francesco Pauli, Fabrizio Laurini

Publication date: 1 April 2010

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

Full work available at URL: https://doi.org/10.1016/j.csda.2009.04.005

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Generalized linear models (logistic models) (62J12) Statistics of extreme values; tail inference (62G32)

Related Items

Bayesian nonparametric quantile regression using splines ⋮ Statistical modeling of spatial extremes ⋮ GENERALIZED EXTREME VALUE ADDITIVE MODEL ANALYSIS VIA MEAN FIELD VARIATIONAL BAYES

Uses Software

• R
• VGAM
• WinBUGS
• SemiPar
• ismev

Cites Work

• Unnamed Item
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• Mixed model-based additive models for sample extremes
• That BLUP is a good thing: The estimation of random effects. With comments and a rejoinder by the author
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• Maximum likelihood estimation in a class of nonregular cases
• Inference in Generalized Additive Mixed Models by Using Smoothing Splines
• The Analysis of Designed Experiments and Longitudinal Data by Using Smoothing Splines
• Semiparametric Regression
• Penalized likelihood inference in extreme value analyses
• Local Likelihood Smoothing of Sample Extremes
• Generalized Additive Modelling of Sample Extremes
• An introduction to statistical modeling of extreme values