Mixed model-based additive models for sample extremes

DOI10.1016/J.SPL.2008.04.009MaRDI QIDQ956350zbMATH OpenOpenAlexFDO

Authors S. A. Padoan, M. P. Wand

Publication date 25 November 2008

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2008.04.009

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12)

Recommendations

• Smoothing sample extremes: the mixed model approach
• Generalized Additive Modelling of Sample Extremes
• Generalized additive mixed models
• Additive models for extremal quantile regression with Pareto-type distributions
• Vector generalized linear and additive extreme value models

Cites work

• scientific article; zbMATH DE number 735225 (Why is no real title available?)
• A COMPARISON OF MIXED MODEL SPLINES FOR CURVE FITTING
• An approximation to the modified profile likelihood function
• An introduction to statistical modeling of extreme values
• Approximate Inference in Generalized Linear Mixed Models
• Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
• Asymptotic properties of maximum likelihood estimates in the mixed model of the analysis of variance
• Generalized Additive Modelling of Sample Extremes
• Likelihood Ratio Tests in Linear Mixed Models with One Variance Component
• Local Likelihood Smoothing of Sample Extremes
• Maximum likelihood estimation in a class of nonregular cases
• ON SEMIPARAMETRIC REGRESSION WITH O'SULLIVAN PENALIZED SPLINES
• Penalized Likelihood for General Semi-Parametric Regression Models
• Penalized likelihood inference in extreme value analyses
• Quasi-Newton Methods and their Application to Function Minimisation
• Semiparametric Regression
• Smoothing and mixed models
• Vector generalized linear and additive extreme value models

Cited in

(9)

• Bivariate extreme analysis of Olympic swimming data
• Smoothing sample extremes: the mixed model approach
• Geostatistics of extremes
• Geoadditive modeling for extreme rainfall data
• Generalized extreme value additive model analysis via mean field variational Bayes
• Generalized Additive Modelling of Sample Extremes
• Statistical regression analysis of threshold excesses with systematically missing covariates
• Semiparametric regression and graphical models
• Statistical modeling of spatial extremes

Describes a project that uses

Uses Software

• ismev
• SemiPar
• VGAM
• R

This page was built for publication: Mixed model-based additive models for sample extremes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q956350)