Generalized Additive Models for Exceedances of High Thresholds With an Application to Return Level Estimation for U.S. Wind Gusts

DOI10.1080/01621459.2018.1529596zbMath1428.62202OpenAlexW2903627996MaRDI QIDQ5208091

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

zbMATH Keywords

semiparametric modelquantile regressionextremal indexrestricted maximum likelihoodgeneralized Pareto distributionU.S. wind gusts

Mathematics Subject Classification ID

Statistics of extreme values; tail inference (62G32) Applications of statistics to physics (62P35)

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Uses Software

• gamair
• ismev

Cites Work

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