Penalized quasi-maximum likelihood estimation for extreme value models with application to flood frequency analysis
DOI10.1007/S10687-020-00379-YzbMATH Open1466.62420OpenAlexW3033240457MaRDI QIDQ2028591FDOQ2028591
Authors: Axel Bücher, Jona Lilienthal, Paul Kinsvater, Roland Fried 
Publication date: 1 June 2021
Published in: Extremes (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10687-020-00379-y
Recommendations
- Penalized likelihood inference in extreme value analyses
- Revisiting the maximum likelihood estimation of a positive extreme value index
- A Bayesian approach for estimating extreme flood probabilities with upper-bounded distribution functions
- Penalized quasi-likelihood estimation of generalized Pareto regression -- consistent identification of risk factors for extreme losses
- The extent of the maximum likelihood estimator for the extreme value index
- On maximum likelihood estimation of the extreme value index.
- Likelihood-based inference for extreme value model
- scientific article; zbMATH DE number 4064265
generalized extreme value distributiontuning parameter selectionregionalizationconsistency with rateindex flood assumption
Nonparametric regression and quantile regression (62G08) Large deviations (60F10) Statistics of extreme values; tail inference (62G32) Applications of statistics to environmental and related topics (62P12) Hydrology, hydrography, oceanography (86A05)
Cites Work
- Title not available (Why is that?)
- Sparsity and Smoothness Via the Fused Lasso
- Extreme value theory. An introduction.
- Asymptotics for Lasso-type estimators.
- Title not available (Why is that?)
- Bayesian Spatial Modeling of Extreme Precipitation Return Levels
- Asymptotic Statistics
- Title not available (Why is that?)
- On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding
- On the maximum likelihood estimator for the generalized extreme-value distribution
- Likelihood-based inference for extreme value model
- On extreme values in stationary sequences
- Existence and consistency of the maximum likelihood estimators for the extreme value index within the block maxima framework
- Maximum likelihood estimators based on the block maxima method
Cited In (5)
- A regional Bayesian POT model for flood frequency analysis
- Regional pooling in extreme event attribution studies: an approach based on multiple statistical testing
- Penalized likelihood inference in extreme value analyses
- A seasonal mixed-POT model to estimate high flood quantiles from different event types and seasons
- Extremal Random Forests
Uses Software
This page was built for publication: Penalized quasi-maximum likelihood estimation for extreme value models with application to flood frequency analysis
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2028591)
