Smoothing sample extremes: the mixed model approach

DOI10.1016/J.CSDA.2009.04.005MaRDI QIDQ961868zbMATH OpenOpenAlexFDO

Authors Fabrizio Laurini, Francesco Pauli

Publication date 1 April 2010

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2009.04.005

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Statistics of extreme values; tail inference (62G32) Generalized linear models (logistic models) (62J12)

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• Mixed model-based additive models for sample extremes
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Cites work

• An introduction to statistical modeling of extreme values
• Generalized Additive Modelling of Sample Extremes
• Generalized, linear, and mixed models
• scientific article; zbMATH DE number 700016 (Why is no real title available?)
• Inference in Generalized Additive Mixed Models by Using Smoothing Splines
• Local Likelihood Smoothing of Sample Extremes
• Maximum likelihood estimation in a class of nonregular cases
• Mixed model-based additive models for sample extremes
• ON SEMIPARAMETRIC REGRESSION WITH O'SULLIVAN PENALIZED SPLINES
• Penalized likelihood inference in extreme value analyses
• Semiparametric Regression
• That BLUP is a good thing: The estimation of random effects. With comments and a rejoinder by the author
• The Analysis of Designed Experiments and Longitudinal Data by Using Smoothing Splines
• Vector generalized linear and additive extreme value models

Cited in

(7)

• Generalized extreme value additive model analysis via mean field variational Bayes
• Local Likelihood Smoothing of Sample Extremes
• Generalized Additive Modelling of Sample Extremes
• Statistical modeling of spatial extremes
• A Bayesian Markov-switching for smooth modelling of extreme value distributions
• Mixed model-based additive models for sample extremes
• Bayesian nonparametric quantile regression using splines

Describes a project that uses

Uses Software

• WinBUGS
• R
• VGAM
• SemiPar
• ismev

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