Flexible Modeling of Nonstationary Extremal Dependence using Spatially-Fused LASSO and Ridge Penalties-Reference-Cited by-同舟云学术

Flexible Modeling of Nonstationary Extremal Dependence using Spatially-Fused LASSO and Ridge Penalties

Published:2024-08-06 Issue: Volume: Page:1-34
ISSN:0040-1706
Container-title:Technometrics
language:en
Short-container-title:Technometrics

Author:

Shao Xuanjie¹,Hazra Arnab²,Richards Jordan³^ORCID,Huser Raphaël¹^ORCID

Affiliation:

1. Statistics Program, Computer, Electrical and Mathematical Sciences and Engineering (CEMSE) Division, King Abdullah University of Science and Technology (KAUST), Thuwal 23955-6900, Saudi Arabia

2. Department of Mathematics and Statistics, Indian Institute of Technology Kanpur, Kanpur 208016, India

3. School of Mathematics, University of Edinburgh, Edinburgh EH9 3FD, UK

Publisher

Informa UK Limited

Link

https://www.tandfonline.com/doi/pdf/10.1080/00401706.2024.2388549

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5. Castro-Camilo D. and R. Huser (2020). Local likelihood estimation of complex tail dependence structures applied to U.S. precipitation extremes. Journal of the American Statistical Association 115 (531) 1037–1054.