Mixed model-based additive models for sample extremes

DOI10.1016/J.SPL.2008.04.009zbMATH Open1317.62060OpenAlexW2020131794MaRDI QIDQ956350FDOQ956350

Authors: S. A. Padoan, M. P. Wand 

Publication date: 25 November 2008

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2008.04.009

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• Generalized Additive Modelling of Sample Extremes
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• Vector generalized linear and additive extreme value models

Mathematics Subject Classification ID

Generalized linear models (logistic models) (62J12)

Cites Work

• Semiparametric Regression
• An introduction to statistical modeling of extreme values
• ON SEMIPARAMETRIC REGRESSION WITH O'SULLIVAN PENALIZED SPLINES
• Smoothing and mixed models
• An approximation to the modified profile likelihood function
• Approximate Inference in Generalized Linear Mixed Models
• Asymptotic properties of maximum likelihood estimates in the mixed model of the analysis of variance
• Maximum likelihood estimation in a class of nonregular cases
• Asymptotic Properties of Maximum Likelihood Estimators and Likelihood Ratio Tests Under Nonstandard Conditions
• Title not available (Why is that?)
• Likelihood Ratio Tests in Linear Mixed Models with One Variance Component
• Penalized Likelihood for General Semi-Parametric Regression Models
• A COMPARISON OF MIXED MODEL SPLINES FOR CURVE FITTING
• Local Likelihood Smoothing of Sample Extremes
• Generalized Additive Modelling of Sample Extremes
• Quasi-Newton Methods and their Application to Function Minimisation
• Vector generalized linear and additive extreme value models
• Penalized likelihood inference in extreme value analyses

Cited In (9)

• Bivariate extreme analysis of Olympic swimming data
• Geostatistics of extremes
• Smoothing sample extremes: the mixed model approach
• Geoadditive modeling for extreme rainfall data
• Statistical Regression Analysis of Threshold Excesses with Systematically Missing Covariates
• Generalized extreme value additive model analysis via mean field variational Bayes
• Generalized Additive Modelling of Sample Extremes
• Statistical modeling of spatial extremes
• Semiparametric regression and graphical models

Uses Software

• R
• VGAM
• SemiPar
• ismev

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