메뉴 건너뛰기




Volumn 78, Issue 17, 2008, Pages 2850-2858

Mixed model-based additive models for sample extremes

Author keywords

[No Author keywords available]

Indexed keywords


EID: 54049093221     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.spl.2008.04.009     Document Type: Article
Times cited : (24)

References (26)
  • 3
    • 12844260200 scopus 로고    scopus 로고
    • Generalized additive modelling of sample extremes
    • Chavez-Demoulin V., and Davison A.C. Generalized additive modelling of sample extremes. Applied Statistics 54 (2005) 207-222
    • (2005) Applied Statistics , vol.54 , pp. 207-222
    • Chavez-Demoulin, V.1    Davison, A.C.2
  • 6
    • 0001345577 scopus 로고
    • Quasi-Newton methods and their application to function minimization
    • Broyden C.G. Quasi-Newton methods and their application to function minimization. Mathematics of Computation 21 (1967) 368-381
    • (1967) Mathematics of Computation , vol.21 , pp. 368-381
    • Broyden, C.G.1
  • 8
    • 84958156266 scopus 로고
    • Limiting forms of the frequency distribution of the largest or smallest member of a sample
    • Fisher R.A., and Tippett L.H.C. Limiting forms of the frequency distribution of the largest or smallest member of a sample. Proceedings of the Cambridge Philosophical Society 24 (1928) 180-190
    • (1928) Proceedings of the Cambridge Philosophical Society , vol.24 , pp. 180-190
    • Fisher, R.A.1    Tippett, L.H.C.2
  • 9
    • 0001499105 scopus 로고
    • Penalized likelihood for general semi-parametric regression models
    • Green P.J. Penalized likelihood for general semi-parametric regression models. International Statistical Review 55 (1987) 245-259
    • (1987) International Statistical Review , vol.55 , pp. 245-259
    • Green, P.J.1
  • 10
    • 0000972155 scopus 로고    scopus 로고
    • Nonparametric analysis of temporal trend when fitting parametric models to extreme-value data
    • Hall P., and Tajvidi N. Nonparametric analysis of temporal trend when fitting parametric models to extreme-value data. Statistical Science 15 (2000) 153-167
    • (2000) Statistical Science , vol.15 , pp. 153-167
    • Hall, P.1    Tajvidi, N.2
  • 11
    • 84904261422 scopus 로고
    • The frequency distribution of the annual maximum (or minimum) values of meteorological events
    • Jenkinson A.F. The frequency distribution of the annual maximum (or minimum) values of meteorological events. Quarterly Journal of the Royal Meteorological Society 81 (1955) 158-272
    • (1955) Quarterly Journal of the Royal Meteorological Society , vol.81 , pp. 158-272
    • Jenkinson, A.F.1
  • 12
    • 0001065876 scopus 로고
    • Asymptotic properties of maximum likelihood estimates in the mixed model of the analysis of variance
    • Miller J.J. Asymptotic properties of maximum likelihood estimates in the mixed model of the analysis of variance. The Annals of Statistics 5 (1977) 746-762
    • (1977) The Annals of Statistics , vol.5 , pp. 746-762
    • Miller, J.J.1
  • 14
    • 0034972805 scopus 로고    scopus 로고
    • Penalized likelihood inference in extreme value analysis
    • Pauli F., and Coles S.G. Penalized likelihood inference in extreme value analysis. Journal of Applied Statistics 28 (2001) 547-560
    • (2001) Journal of Applied Statistics , vol.28 , pp. 547-560
    • Pauli, F.1    Coles, S.G.2
  • 15
    • 0000590745 scopus 로고
    • Maximum likelihood of the parameters of the generalized extreme-value distribution
    • Prescott P., and Walden A.T. Maximum likelihood of the parameters of the generalized extreme-value distribution. Biometrika 67 (1980) 723-724
    • (1980) Biometrika , vol.67 , pp. 723-724
    • Prescott, P.1    Walden, A.T.2
  • 17
    • 84907319426 scopus 로고
    • Asymptotic properties of maximum likelihood estimators and likelihood ratio tests under nonstandard conditions
    • Self S.G., and Liang K.-Y. Asymptotic properties of maximum likelihood estimators and likelihood ratio tests under nonstandard conditions. Journal of the American Statistical Association 82 (1987) 605-610
    • (1987) Journal of the American Statistical Association , vol.82 , pp. 605-610
    • Self, S.G.1    Liang, K.-Y.2
  • 18
    • 0001461131 scopus 로고    scopus 로고
    • An approximation to the modified profile likelihood function
    • Severini T.A. An approximation to the modified profile likelihood function. Biometrika 85 (1998) 403-411
    • (1998) Biometrika , vol.85 , pp. 403-411
    • Severini, T.A.1
  • 19
    • 0000704345 scopus 로고
    • Maximum likelihood estimation in a class of nonregular cases
    • Smith R.L. Maximum likelihood estimation in a class of nonregular cases. Biometrika 72 (1985) 67-90
    • (1985) Biometrika , vol.72 , pp. 67-90
    • Smith, R.L.1
  • 20
    • 0024165315 scopus 로고
    • An extreme value theory model for dependent observations
    • Tawn J.A. An extreme value theory model for dependent observations. Journal of Hydrology 101 (1988) 227-250
    • (1988) Journal of Hydrology , vol.101 , pp. 227-250
    • Tawn, J.A.1
  • 21
    • 0011167279 scopus 로고
    • La distribution de la plus grande de n valeurs
    • American Mathematical Society, Providence, RI, USA
    • von Mises R. La distribution de la plus grande de n valeurs. Selected Papers vol. II (1954), American Mathematical Society, Providence, RI, USA 271-294
    • (1954) Selected Papers , vol.II , pp. 271-294
    • von Mises, R.1
  • 22
    • 0036003722 scopus 로고    scopus 로고
    • Vector differential calculus in statistics
    • Wand M.P. Vector differential calculus in statistics. The American Statistician 56 (2002) 55-62
    • (2002) The American Statistician , vol.56 , pp. 55-62
    • Wand, M.P.1
  • 23
    • 0038170349 scopus 로고    scopus 로고
    • Smoothing and mixed models
    • Wand M.P. Smoothing and mixed models. Computational Statistics 18 (2003) 223-249
    • (2003) Computational Statistics , vol.18 , pp. 223-249
    • Wand, M.P.1
  • 26
    • 34547887938 scopus 로고    scopus 로고
    • Vector generalized linear and additive extreme value models
    • Yee T.W., and Stephenson A.G. Vector generalized linear and additive extreme value models. Extremes 10 (2007) 1-19
    • (2007) Extremes , vol.10 , pp. 1-19
    • Yee, T.W.1    Stephenson, A.G.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.