Mixed effects models for extreme value index regression
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Cites work
- A simple general approach to inference about the tail of a distribution
- An application of extreme value theory to cryptocurrencies
- Asymptotic Analysis of Mixed Effects Models
- Bayesian analysis of extreme values by mixture modelling
- Bayesian Spatial Clustering of Extremal Behavior for Hydrological Variables
- Convergence rate of MLE in generalized linear and nonlinear mixed-effects models: Theory and applications
- Estimation in Covariance Components Models
- Estimation of Extreme Conditional Quantiles Through Power Transformation
- Estimation of high conditional quantiles for heavy-tailed distributions
- Estimation of poverty and inequality in small areas: review and discussion
- Generalized linear models with clustered data: fixed and random effects models
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- Limiting forms of the frequency distribution of the largest or smallest member of a sample.
- Linear and generalized linear mixed models and their applications.
- Linear mixed model with Laplace distribution (LLMM)
- Regression with response distributions of Pareto-type
- Semiparametric Regression
- Similarity-based clustering for patterns of extreme values
- Small area estimation
- Small area estimation of complex parameters under unit‐level models with skew‐normal errors
- Small area estimation of poverty indicators
- Small area estimation with mixed models: a review
- Spatial generalized linear mixed models in small area estimation
- Statistics of Extremes
- Tail index regression
- Tail index varying coefficient model
- Tail relation between return and volume in the US stock market: an analysis based on extreme value theory
- Usable and Precise Asymptotics for Generalized Linear Mixed Model Analysis and Design
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