Penalized quasi-maximum likelihood estimation for extreme value models with application to flood frequency analysis

DOI10.1007/S10687-020-00379-YMaRDI QIDQ2028591zbMATH OpenOpenAlexFDO

Authors Axel Bücher, Jona Lilienthal, Paul Kinsvater, Roland Fried

Publication date 1 June 2021

Published in Extremes (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/s10687-020-00379-y

zbMATH Keywords

generalized extreme value distributiontuning parameter selectionregionalizationconsistency with rateindex flood assumption

Mathematics Subject Classification ID

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)

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Cites work

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• scientific article; zbMATH DE number 845714 (Why is no real title available?)
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• Existence and consistency of the maximum likelihood estimators for the extreme value index within the block maxima framework
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• On extreme values in stationary sequences
• On the distribution of penalized maximum likelihood estimators: the LASSO, SCAD, and thresholding
• On the maximum likelihood estimator for the generalized extreme-value distribution
• Sparsity and Smoothness Via the Fused Lasso

Cited in

(5)

• A regional Bayesian POT model for flood frequency analysis
• Penalized likelihood inference in extreme value analyses
• Regional pooling in extreme event attribution studies: an approach based on multiple statistical testing
• A seasonal mixed-POT model to estimate high flood quantiles from different event types and seasons
• Extremal Random Forests

Describes a project that uses

Uses Software

• ElemStatLearn
• LMOMENTS

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