Pages that link to "Item:Q5757752"
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The following pages link to Generalized Additive Modelling of Sample Extremes (Q5757752):
Displayed 50 items.
- Non-stationary dependence structures for spatial extremes (Q321454) (← links)
- A moment estimator for the conditional extreme-value index (Q367216) (← links)
- A note on tail dependence regression (Q391808) (← links)
- Estimating the conditional tail index by integrating a kernel conditional quantile estimator (Q434577) (← links)
- Estimation of the conditional tail index using a smoothed local Hill estimator (Q483516) (← links)
- A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes (Q497491) (← links)
- Uniform asymptotic properties of a nonparametric regression estimator of conditional tails (Q500814) (← links)
- Zero-inflated truncated generalized Pareto distribution for the analysis of radio audience data (Q542948) (← links)
- Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels (Q549644) (← links)
- Detecting change in UK extreme precipitation using results from the climateprediction.net BBC climate change experiment (Q549650) (← links)
- Asymptotic models and inference for extremes of spatio-temporal data (Q650739) (← links)
- Modelling the clustering of extreme events for short-term risk assessment (Q782718) (← links)
- Vector generalized linear and additive extreme value models (Q928489) (← links)
- Mixed model-based additive models for sample extremes (Q956350) (← links)
- A moving window approach for nonparametric estimation of the conditional tail index (Q957320) (← links)
- Smoothing sample extremes: the mixed model approach (Q961868) (← links)
- Review of testing issues in extremes: in honor of Professor Laurens de Haan (Q1003322) (← links)
- Functional nonparametric estimation of conditional extreme quantiles (Q1049546) (← links)
- Geoadditive modeling for extreme rainfall data (Q1621237) (← links)
- Time-varying extreme value dependence with application to leading European stock markets (Q1647611) (← links)
- Fast computation of large scale marginal extremes with multi-dimensional covariates (Q1659506) (← links)
- A Poisson process reparameterisation for Bayesian inference for extremes (Q1675703) (← links)
- Kernel estimators of extreme level curves (Q1761527) (← links)
- INLA goes extreme: Bayesian tail regression for the estimation of high spatio-temporal quantiles (Q1792632) (← links)
- Functional kernel estimators of large conditional quantiles (Q1950877) (← links)
- Semiparametric regression during 2003--2007 (Q1952023) (← links)
- Non-linear models for extremal dependence (Q2011517) (← links)
- Bayesian space-time gap filling for inference on extreme hot-spots: an application to Red Sea surface temperatures (Q2028571) (← links)
- Spatio-temporal prediction of missing temperature with stochastic Poisson equations. The LC2019 team winning entry for the EVA 2019 data competition (Q2028576) (← links)
- Penalized quasi-likelihood estimation of generalized Pareto regression -- consistent identification of risk factors for extreme losses (Q2138617) (← links)
- Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions (Q2175171) (← links)
- Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model (Q2219217) (← links)
- Regression models for change point data in extremes (Q2233641) (← links)
- A nonparametric estimator for the conditional tail index of Pareto-type distributions (Q2303031) (← links)
- Estimating high quantiles based on dependent circular data (Q2314466) (← links)
- On copula-based conditional quantile estimators (Q2407485) (← links)
- On kernel smoothing for extremal quantile regression (Q2435253) (← links)
- Extreme-quantile tracking for financial time series (Q2451784) (← links)
- On the Strong Consistency of the Kernel Estimator of Extreme Conditional Quantiles (Q2787230) (← links)
- GENERALIZED EXTREME VALUE ADDITIVE MODEL ANALYSIS VIA MEAN FIELD VARIATIONAL BAYES (Q2802758) (← links)
- Estimation of Extreme Conditional Quantiles Through Power Transformation (Q2861818) (← links)
- Default Priors Based on Pseudo-Likelihoods for the Poisson-GPD Model (Q2930684) (← links)
- Nonparametric regression estimation of conditional tails: the random covariate case (Q2934818) (← links)
- Local Estimation of the Second-Order Parameter in Extreme Value Statistics and Local Unbiased Estimation of the Tail Index (Q4648648) (← links)
- Estimation of High Conditional Quantiles for Heavy-Tailed Distributions (Q4904723) (← links)
- Bayesian Spatial Clustering of Extremal Behavior for Hydrological Variables (Q5066419) (← links)
- Extreme Quantile Estimation Based on the Tail Single-index Model (Q5066779) (← links)
- Extreme values identification in regression using a peaks-over-threshold approach (Q5130174) (← links)
- A default Bayesian approach for regression on extremes (Q5193324) (← links)
- Generalized Additive Models for Exceedances of High Thresholds With an Application to Return Level Estimation for U.S. Wind Gusts (Q5208091) (← links)