Smoothing sample extremes: The mixed model approach

Author:

Laurini Fabrizio,Pauli Francesco

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Theory and Mathematics,Computational Mathematics,Statistics and Probability

Reference28 articles.

1. Solar system oscillations and models of natural processes;Berry;Journal of Geodynamics,2006

2. Generalized additive modelling of sample extremes;Chavez-Demoulin;Applied Statistics,2005

3. Smooth extremal models in finance;Chavez-Demoulin;Journal of Risk and Insurance,2004

4. An Introduction to Statistical Modeling of Extreme Values;Coles,2001

5. CPTI Working Group, 2004. Catalogo Parametrico dei Terremoti Italiani, versione 2004 (CPTI04). INGV, Bologna, URL http://emidius.mi.ingv.it/CPTI04/

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1. A Bayesian Markov-Switching for Smooth Modelling of Extreme Value Distributions;Contributions to Statistics;2024

2. Modeling Spatio-Temporal Extreme Events Using Graphical Models;IEEE Transactions on Signal Processing;2016-03

3. Bayesian geoadditive modelling of climate extremes with nonparametric spatially varying temporal effects;International Journal of Climatology;2016-01-22

4. Dynamic threshold modelling and the US business cycle;Journal of the Royal Statistical Society: Series C (Applied Statistics);2013-04-05

5. Statistical Modeling of Spatial Extremes;Statistical Science;2012-05-01

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