Practical strategies for generalized extreme value-based regression models for extremes
From MaRDI portal
Cites work
- A dynamical mixture model for unsupervised tail estimation without threshold selection
- A hybrid Pareto model for asymmetric fat-tailed data: the univariate case
- A review of extreme value threshold estimation and uncertainty quantification
- A Simplex Method for Function Minimization
- A spliced gamma-generalized Pareto model for short-term extreme wind speed probabilistic forecasting
- Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
- Bayesian analysis of extreme events with threshold estimation
- Bayesian Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes
- Bayesian modeling of air pollution extremes using nested multivariate max-stable processes
- Bayesian regression modeling with INLA
- Comparison of Approaches for Estimating the Probability of Coastal Flooding
- Data driven estimates for mixtures
- Domains of attraction of asymptotic distributions of extreme generalized order statistics
- INLA goes extreme: Bayesian tail regression for the estimation of high spatio-temporal quantiles
- Maximum likelihood estimation in a class of nonregular cases
- Modeling nonstationary temperature maxima based on extremal dependence changing with event magnitude
- Modelling censored losses using splicing: a global fit strategy with mixed Erlang and extreme value distributions
- Penalising model component complexity: a principled, practical approach to constructing priors
- Probabilistic Forecasts, Calibration and Sharpness
- Semiparametric bivariate modelling with flexible extremal dependence
- Should annual maximum temperatures follow a generalized extreme value distribution?
- Spatial regression models for extremes
- The behavior of extreme values in Germany's stock index futures: An application to intradaily margin setting
- Vector generalized linear and additive extreme value models
Cited in
(7)- A hierarchical Bayesian non-asymptotic extreme value model for spatial data
- Bayesian spatio-temporal survival analysis for all types of censoring with application to a wildlife disease study
- New generalized extreme value distribution with applications to extreme temperature data
- Semi-parametric bulk and tail regression using spline-based neural networks
- Accounting for missing data when modelling block maxima
- A regression-type model for bimodal extreme-valued data
- Regression Modeling of Spatiotemporal Extreme U.S. Wildfires via Partially Interpretable Neural Networks
This page was built for publication: Practical strategies for generalized extreme value-based regression models for extremes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6626492)
