Local Likelihood Smoothing of Sample Extremes

DOI10.1111/1467-9868.00228MaRDI QIDQ4943415zbMATH OpenOpenAlexFDO

Authors N. I. Ramesh, A. C. Davison

Publication date 7 June 2000

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/1467-9868.00228

zbMATH Keywords

bootstrapgeneralized extreme value distributionlocal likelihoodlocal polynomial fittingpermutation testtemperature data

Mathematics Subject Classification ID

Nonparametric statistical resampling methods (62G09) Statistics of extreme values; tail inference (62G32) Applications of statistics to environmental and related topics (62P12)

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Cited in

(56)

• Review of testing issues in extremes: in honor of Professor Laurens de Haan
• Functional nonparametric estimation of conditional extreme quantiles
• Local polynomial maximum likelihood estimation for Pareto-type distributions.
• Bootstrap confidence bands for regression curves and their derivatives
• On local estimating equations in additive multiparameter models
• Geoadditive modeling for extreme rainfall data
• Nonparametric estimation of extreme conditional quantiles with functional covariate
• Empirical likelihood based inference for conditional Pareto-type tail index
• Tail dimension reduction for extreme quantile estimation
• Kernel estimators of extreme level curves
• INLA goes extreme: Bayesian tail regression for the estimation of high spatio-temporal quantiles
• On the asymptotic location of high values of a stationary sequence
• Functional kernel estimators of large conditional quantiles
• Bayesian space-time gap filling for inference on extreme hot-spots: an application to Red Sea surface temperatures
• Extreme partial least-squares
• Estimation of the tail-index in a conditional location-scale family of heavy-tailed distributions
• Estimation of extreme quantiles from heavy-tailed distributions in a location-dispersion regression model
• A nonparametric estimator for the conditional tail index of Pareto-type distributions
• Modeling non-stationary extreme waves using a point process approach and wavelets
• On tail trend detection: modeling relative risk
• On kernel smoothing for extremal quantile regression
• Accounting for the threshold uncertainity in extreme value estimation
• Smoothing sample extremes with dynamic models
• Estimation of extreme conditional quantiles through an extrapolation of intermediate regression quantiles
• On the Strong Consistency of the Kernel Estimator of Extreme Conditional Quantiles
• Generalized extreme value additive model analysis via mean field variational Bayes
• Estimation of Extreme Conditional Quantiles Through Power Transformation
• Nonparametric regression estimation of conditional tails: the random covariate case
• Local estimation of dynamic copula models
• A moment estimator for the conditional extreme-value index
• A note on tail dependence regression
• Estimating the conditional tail index by integrating a kernel conditional quantile estimator
• Penalized likelihood inference in extreme value analyses
• Local estimation of the second-order parameter in extreme value statistics and local unbiased estimation of the tail index
• Estimation of the conditional tail index using a smoothed local Hill estimator
• Nonparametric adaptive estimation of conditional probabilities of rare events and extreme quantiles
• A general estimator for the extreme value index: applications to conditional and heteroscedastic extremes
• Uniform asymptotic properties of a nonparametric regression estimator of conditional tails
• Tail index varying coefficient model
• Local Likelihood Estimation of Complex Tail Dependence Structures, Applied to U.S. Precipitation Extremes
• Fast automatic smoothing for generalized additive models
• Statistical regression analysis of threshold excesses with systematically missing covariates
• Variance Reduction in Multiparameter Likelihood Models
• Geostatistics of extremes
• Conditional extremes from heavy-tailed distributions: an application to the estimation of extreme rainfall return levels
• Statistical modeling of spatial extremes
• Trends in Extreme Value Indices
• Varying coefficient frailty models with applications in single molecular experiments
• Distributed Inference for Spatial Extremes Modeling in High Dimensions
• Semiparametric Tail Index Regression
• Asymptotic theory for extreme value generalized additive model
• Robust local likelihood estimation for non-stationary flood frequency analysis
• A utopic adventure in the modelling of conditional univariate and multivariate extremes. EVA (2023) Conference Data Challenge: team Yahabe
• Mixed model-based additive models for sample extremes
• A moving window approach for nonparametric estimation of the conditional tail index
• Smoothing sample extremes: the mixed model approach

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