Generalized Additive Models for Exceedances of High Thresholds With an Application to Return Level Estimation for U.S. Wind Gusts
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Publication:5208091
DOI10.1080/01621459.2018.1529596zbMATH Open1428.62202OpenAlexW2903627996MaRDI QIDQ5208091FDOQ5208091
Authors: Benjamin D. Youngman 
Publication date: 15 January 2020
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/01621459.2018.1529596
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quantile regressionrestricted maximum likelihoodsemiparametric modelextremal indexgeneralized Pareto distributionU.S. wind gusts
Cites Work
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Cited In (14)
- A marginal modelling approach for predicting wildfire extremes across the contiguous United States
- Hypothesis testing for varying coefficient models in tail index regression
- Gradient boosting for extreme quantile regression
- Generalized Pareto regression trees for extreme event analysis
- Bayesian space-time gap filling for inference on extreme hot-spots: an application to Red Sea surface temperatures
- A spliced gamma-generalized Pareto model for short-term extreme wind speed probabilistic forecasting
- Modelling non-stationarity in asymptotically independent extremes
- Spatial deformation for nonstationary extremal dependence
- Improving estimation for asymptotically independent bivariate extremes via global estimators for the angular dependence function
- Modelling extremes of spatial aggregates of precipitation using conditional methods
- Generalized Additive Modelling of Sample Extremes
- Extremal Random Forests
- Approximate Bayesian inference for analysis of spatiotemporal flood frequency data
- Neural networks for extreme quantile regression with an application to forecasting of flood risk
Uses Software
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