Generalized Additive Modelling of Sample Extremes
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Cites work
- scientific article; zbMATH DE number 47282 (Why is no real title available?)
- scientific article; zbMATH DE number 700016 (Why is no real title available?)
- scientific article; zbMATH DE number 1026574 (Why is no real title available?)
- scientific article; zbMATH DE number 1104922 (Why is no real title available?)
- scientific article; zbMATH DE number 1454116 (Why is no real title available?)
- An introduction to statistical modeling of extreme values
- Statistical Models
Cited in
(only showing first 100 items - show all)- Extreme Quantile Estimation Based on the Tail Single-index Model
- Robust local likelihood estimation for non-stationary flood frequency analysis
- Estimating high quantiles based on dependent circular data
- Statistical modeling of spatial extremes
- Automated Threshold Selection and Associated Inference Uncertainty for Univariate Extremes
- Similarity-based clustering for patterns of extreme values
- Stationary and nonstationary generalized extreme value modelling of extreme precipitation over a mountainous area under climate change
- A note on tail dependence regression
- Mixed model-based additive models for sample extremes
- Fast automatic smoothing for generalized additive models
- A nonparametric estimator for the conditional tail index of Pareto-type distributions
- Semiparametric regression during 2003--2007
- Non-stationary dependence structures for spatial extremes
- Generalized Additive Models for Exceedances of High Thresholds With an Application to Return Level Estimation for U.S. Wind Gusts
- Nonparametric regression estimation of conditional tails: the random covariate case
- Smoothing sample extremes: the mixed model approach
- Geostatistics of extremes
- Spatial extremal modelling: a case study on the interplay between margins and dependence
- Accounting for seasonality in extreme sea-level estimation
- Joint stochastic simulation of extreme coastal and offshore significant wave heights
- Local estimation of the second-order parameter in extreme value statistics and local unbiased estimation of the tail index
- Local Likelihood Smoothing of Sample Extremes
- Asymptotic models and inference for extremes of spatio-temporal data
- Extreme partial least-squares
- Inference for bivariate extremes via a semi-parametric angular-radial model
- Advances in statistical modeling of spatial extremes
- A modeler's guide to extreme value software
- Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions
- A default Bayesian approach for regression on extremes
- Estimation of high conditional quantiles for heavy-tailed distributions
- Bayesian inference for nonstationary marginal extremes
- Detecting change in UK extreme precipitation using results from the climateprediction.net BBC climate change experiment
- A utopic adventure in the modelling of conditional univariate and multivariate extremes. EVA (2023) Conference Data Challenge: team Yahabe
- Modern extreme value statistics for Utopian extremes. EVA (2023) Conference Data Challenge: Team Yalla
- Modeling extreme events: univariate and multivariate data-driven approaches. EVA (2023) Conference Data Challenge: team genEVA
- Extreme value methods for estimating rare events in Utopia. EVA (2023) Conference Data Challenge: team Lancopula Utopiversity
- Geoadditive modeling for extreme rainfall data
- Regression models for change point data in extremes
- Non‐stationary conditional extremes of northern North Sea storm characteristics
- Semiparametric Tail Index Regression
- Vector generalized linear and additive extreme value models
- Gradient boosting for extreme quantile regression
- On copula-based conditional quantile estimators
- Default priors based on pseudo-likelihoods for the Poisson-GPD model
- Extreme values identification in regression using a peaks-over-threshold approach
- Functional nonparametric estimation of conditional extreme quantiles
- Bayesian space-time gap filling for inference on extreme hot-spots: an application to Red Sea surface temperatures
- Spatio-temporal prediction of missing temperature with stochastic Poisson equations. The LC2019 team winning entry for the EVA 2019 data competition
- Estimation of Extreme Conditional Quantiles Through Power Transformation
- Zero-inflated truncated generalized Pareto distribution for the analysis of radio audience data
- Penalized quasi-likelihood estimation of generalized Pareto regression -- consistent identification of risk factors for extreme losses
- A moment estimator for the conditional extreme-value index
- Kernel estimators of extreme level curves
- Estimation of the conditional tail index using a smoothed local Hill estimator
- On a risk model with tree-structured Poisson Markov random field frequency, with application to rainfall events
- Generalized extreme value additive model analysis via mean field variational Bayes
- Fast computation of large scale marginal extremes with multi-dimensional covariates
- Non-linear models for extremal dependence
- Penalized likelihood inference in extreme value analyses
- Efficient estimation of partially linear tail index models using B‐splines
- A model for the directional evolution of severe ocean storms
- Nonstationarity in peaks-over-threshold river flows: a regional random effects model
- Flexible covariate representations for extremes
- Modeling nonstationary extremes of storm severity: comparing parametric and semiparametric inference
- On the spatial and temporal shift in the archetypal seasonal temperature cycle as driven by annual and semi-annual harmonics
- Modelling non-stationarity in asymptotically independent extremes
- Temporal evolution of the extreme excursions of multivariate kth order Markov processes with application to oceanographic data
- An extreme value Bayesian Lasso for the conditional left and right tails
- INLA goes extreme: Bayesian tail regression for the estimation of high spatio-temporal quantiles
- A moving window approach for nonparametric estimation of the conditional tail index
- Estimating the conditional tail index by integrating a kernel conditional quantile estimator
- On the Strong Consistency of the Kernel Estimator of Extreme Conditional Quantiles
- Non-stationarities in extreme hourly precipitation over the Piave basin, northern Italy
- Authors' reply to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Alexa A. Sochaniwsky and Paul D. Mcnicholas's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Stefano Rizzelli's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Emilio Porcu, Horst Simon, and Youssef Wehbe's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Jonathan Koh's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Anthony C. Davison and Raphaël de Fondeville's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Miriam Cuba, Daniela Castro-Camilo, and Marian Scott's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Peter F. Craigmile, Peter Guttorp, and Thordis l. Thorarinsdottir's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Jorge Castillo-Mateo, Alan E. Gelfand, Ana C. Cebrián, and Jesús Asín's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Jordan Richards, Myung Won Lee, Viviana Carcaiso, and Miguel de Carvalho's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Richard Smith's contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Seconder of the vote of thanks to Healy et al. and contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Proposer of the vote of thanks to Healy et al. and contribution to the discussion of: ``Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Inference for extreme spatial temperature events in a changing climate with application to Ireland
- Functional kernel estimators of large conditional quantiles
- On kernel smoothing for extremal quantile regression
- A Poisson process reparameterisation for Bayesian inference for extremes
- Bayesian Spatial Clustering of Extremal Behavior for Hydrological Variables
- Single-index models for extreme value index regression
- Statistical regression analysis of threshold excesses with systematically missing covariates
- Asymptotic theory for extreme value generalized additive model
- Smoothing sample extremes with dynamic models
- Modelling the clustering of extreme events for short-term risk assessment
- Extremal Random Forests
- Time-varying extreme value dependence with application to leading European stock markets
- Modeling panels of extremes
- Uniform asymptotic properties of a nonparametric regression estimator of conditional tails
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