Generalized Additive Models for Exceedances of High Thresholds With an Application to Return Level Estimation for U.S. Wind Gusts

DOI10.1080/01621459.2018.1529596zbMath1428.62202OpenAlexW2903627996MaRDI QIDQ5208091

Benjamin D. Youngman

Publication date: 15 January 2020

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/01621459.2018.1529596

zbMATH Keywords

semiparametric modelquantile regressionextremal indexrestricted maximum likelihoodgeneralized Pareto distributionU.S. wind gusts

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Applications of statistics to physics (62P35)

Related Items (5)

Approximate Bayesian inference for analysis of spatiotemporal flood frequency data ⋮ A marginal modelling approach for predicting wildfire extremes across the contiguous United States ⋮ Gradient boosting for extreme quantile regression ⋮ Bayesian space-time gap filling for inference on extreme hot-spots: an application to Red Sea surface temperatures ⋮ Modelling extremes of spatial aggregates of precipitation using conditional methods

Uses Software

• gamair
• ismev

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Spatial modeling of extreme snow depth
• Downscaling extremes: a comparison of extreme value distributions in point-source and gridded precipitation data
• Extremes and related properties of random sequences and processes
• A practical guide to splines
• Models for stationary max-stable random fields
• Extreme value analysis of environmental time series: an application to trend detection in ground-level ozone. With comments and a rejoinder by the author
• Spatial regression models for extremes
• Continuous spatial process models for spatial extreme values
• Extremal quantile regression
• Modelling the distribution of the cluster maxima of exceedances of subasymptotic thresholds
• Bayesian Spatial Modeling of Extreme Precipitation Return Levels
• A dependence measure for multivariate and spatial extreme values: Properties and inference
• Penalized likelihood inference in extreme value analyses
• Fast Stable Restricted Maximum Likelihood and Marginal Likelihood Estimation of Semiparametric Generalized Linear Models
• Inference for Clusters of Extreme Values
• Thin Plate Regression Splines
• Space–Time Modelling of Extreme Events
• Low‐Rank Scale‐Invariant Tensor Product Smooths for Generalized Additive Mixed Models
• Geostatistics of extremes
• Conditional simulation of max-stable processes
• An Optimum Property of Regular Maximum Likelihood Estimation
• Generalized Additive Modelling of Sample Extremes
• An introduction to statistical modeling of extreme values
• Bayesian quantile regression

This page was built for publication: Generalized Additive Models for Exceedances of High Thresholds With an Application to Return Level Estimation for U.S. Wind Gusts