Pages that link to "Item:Q4540884"
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The following pages link to Penalized likelihood inference in extreme value analyses (Q4540884):
Displayed 15 items.
- Vector generalized linear and additive extreme value models (Q928489) (← links)
- Mixed model-based additive models for sample extremes (Q956350) (← links)
- Smoothing sample extremes: the mixed model approach (Q961868) (← links)
- Bayesian space-time gap filling for inference on extreme hot-spots: an application to Red Sea surface temperatures (Q2028571) (← links)
- Sparse regression for extreme values (Q2074318) (← links)
- Modeling non-stationary extreme waves using a point process approach and wavelets (Q2331257) (← links)
- On tail trend detection: modeling relative risk (Q2352973) (← links)
- Accounting for the threshold uncertainity in extreme value estimation (Q2463692) (← links)
- Smoothing sample extremes with dynamic models (Q2488453) (← 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)
- Extreme values identification in regression using a peaks-over-threshold approach (Q5130174) (← links)
- Generalized Additive Models for Exceedances of High Thresholds With an Application to Return Level Estimation for U.S. Wind Gusts (Q5208091) (← links)
- Geostatistics of extremes (Q5345921) (← links)
- Statistical modeling of spatial extremes (Q5962684) (← links)