메뉴 건너뛰기




Volumn 25, Issue 12, 2010, Pages 1592-1607

Pseudo-optimal parameter selection of non-stationary generalized extreme value models for environmental variables

Author keywords

Automatic adjustment; Generalized extreme value; Geophysical variables; Likelihood; Non stationary; Return period; Time dependent

Indexed keywords

AUTOMATIC ADJUSTMENT; GENERALIZED EXTREME VALUE; GEOPHYSICAL VARIABLES; LIKELIHOOD; NONSTATIONARY; RETURN PERIODS; TIME-DEPENDENT;

EID: 80052933908     PISSN: 13648152     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.envsoft.2010.05.008     Document Type: Article
Times cited : (23)

References (40)
  • 1
    • 0000501656 scopus 로고
    • Information theory and an extension of the maximum likelihood principle
    • Akadémia Kiadó, Budapest, B.N. Petrov, F. Csáki (Eds.)
    • Akaike H. Information theory and an extension of the maximum likelihood principle. Proceedings 2nd International Symposium on Information Theory 1973, 267-281. Akadémia Kiadó, Budapest. B.N. Petrov, F. Csáki (Eds.).
    • (1973) Proceedings 2nd International Symposium on Information Theory , pp. 267-281
    • Akaike, H.1
  • 3
    • 84874257732 scopus 로고
    • Better subset regression using the nonnegative garrote
    • Breiman L. Better subset regression using the nonnegative garrote. Technometrics 1995, 37:373-384.
    • (1995) Technometrics , vol.37 , pp. 373-384
    • Breiman, L.1
  • 5
    • 43449110730 scopus 로고    scopus 로고
    • Global changes in extreme daily temperature since 1950
    • Brown S.J., Caesar J., Ferro A.T. Global changes in extreme daily temperature since 1950. J. Geophys. Res. 2008, 113:d05115. 10.1029/2006JD008091.
    • (2008) J. Geophys. Res. , vol.113
    • Brown, S.J.1    Caesar, J.2    Ferro, A.T.3
  • 7
    • 0000577304 scopus 로고
    • Statistical algorithms: algorithm as 163: a Gvens algorithm for moving from one linear model to another without going back to the data
    • Clarke M.A. Statistical algorithms: algorithm as 163: a Gvens algorithm for moving from one linear model to another without going back to the data. J. Roy. Statist. Soc. Ser. C Appl. Statist. 1981, 30:198-203.
    • (1981) J. Roy. Statist. Soc. Ser. C Appl. Statist. , vol.30 , pp. 198-203
    • Clarke, M.A.1
  • 8
    • 34249771074 scopus 로고
    • On the convergence of reflective Newton methods for large-scale nonlinear minimization subject to bounds
    • Coleman T.F., Li Y. On the convergence of reflective Newton methods for large-scale nonlinear minimization subject to bounds. Math. Programming 1994, 67(2):189-224.
    • (1994) Math. Programming , vol.67 , Issue.2 , pp. 189-224
    • Coleman, T.F.1    Li, Y.2
  • 9
    • 0030303844 scopus 로고    scopus 로고
    • An interior, trust region approach for nonlinear minimization subject to bounds
    • Coleman T.F., Li Y. An interior, trust region approach for nonlinear minimization subject to bounds. SIAM J. Optimization 1996, 6:418-445.
    • (1996) SIAM J. Optimization , vol.6 , pp. 418-445
    • Coleman, T.F.1    Li, Y.2
  • 10
    • 77956511258 scopus 로고    scopus 로고
    • An introduction to statistical modeling of extreme values. Springer Series in Statistics.
    • Coles, S., 2001. An introduction to statistical modeling of extreme values. Springer Series in Statistics.
    • (2001)
    • Coles, S.1
  • 12
    • 0026445234 scopus 로고
    • Effective and efficient global optimization for conceptual rainfall-runoff models
    • Duan Q., Sorooshian S., Gupta V. Effective and efficient global optimization for conceptual rainfall-runoff models. Water Resour. Res. 1992, 28:1015-1031.
    • (1992) Water Resour. Res. , vol.28 , pp. 1015-1031
    • Duan, Q.1    Sorooshian, S.2    Gupta, V.3
  • 13
    • 1542784498 scopus 로고    scopus 로고
    • Variable selection via nonconcave penalized likelihood and its oracle properties
    • Fan J., Li R. Variable selection via nonconcave penalized likelihood and its oracle properties. J. Amer. Statist. Assoc. 2001, 96:1348-1360.
    • (2001) J. Amer. Statist. Assoc. , vol.96 , pp. 1348-1360
    • Fan, J.1    Li, R.2
  • 14
    • 0016128505 scopus 로고
    • Regression by leaps and bounds
    • Furnival G., Wilson R. Regression by leaps and bounds. Technometrics 1974, 16:499-511.
    • (1974) Technometrics , vol.16 , pp. 499-511
    • Furnival, G.1    Wilson, R.2
  • 15
    • 33645577251 scopus 로고    scopus 로고
    • Branch-and-bound algorithms for computing the best subset regression models
    • Gatu C., Kontoghiorghes E.J. Branch-and-bound algorithms for computing the best subset regression models. J. Comput. Graph. Statist. 2006, 15:139-156.
    • (2006) J. Comput. Graph. Statist. , vol.15 , pp. 139-156
    • Gatu, C.1    Kontoghiorghes, E.J.2
  • 16
    • 21844523862 scopus 로고
    • The risk inflation criterion for multiple regression
    • George E.I., Foster D.P. The risk inflation criterion for multiple regression. Ann. Statist. 1994, 22:1947-1975.
    • (1994) Ann. Statist. , vol.22 , pp. 1947-1975
    • George, E.I.1    Foster, D.P.2
  • 17
    • 0000263475 scopus 로고
    • The determination of the order of an autoregression
    • Hannan E.J., Quinn B.G. The determination of the order of an autoregression. J.R. Statist. Soc. B. 1979, 41:190-195.
    • (1979) J.R. Statist. Soc. B. , vol.41 , pp. 190-195
    • Hannan, E.J.1    Quinn, B.G.2
  • 19
    • 0017280570 scopus 로고
    • The analysis and selection of variables in linear regression
    • Hocking R.R. The analysis and selection of variables in linear regression. Biometrics 1976, 32:1-49.
    • (1976) Biometrics , vol.32 , pp. 1-49
    • Hocking, R.R.1
  • 20
    • 32644440440 scopus 로고    scopus 로고
    • Pipeline givens sequences for computing the QR decomposition on a EREW PRAM
    • Hofmann M., Kontoghiorghes E.J. Pipeline givens sequences for computing the QR decomposition on a EREW PRAM. Parallel Comput. 2007, 32:222-230.
    • (2007) Parallel Comput. , vol.32 , pp. 222-230
    • Hofmann, M.1    Kontoghiorghes, E.J.2
  • 21
    • 70349119250 scopus 로고
    • Regression and time series model selection in small samples
    • Hurvich C.M., Tsai C.L. Regression and time series model selection in small samples. Biometrika 1989, 76:297-307.
    • (1989) Biometrika , vol.76 , pp. 297-307
    • Hurvich, C.M.1    Tsai, C.L.2
  • 22
    • 77953566593 scopus 로고    scopus 로고
    • Extreme wave climate variability in southern Europe using satellite data. J. of Geophys. Res., 115, C04009.
    • Izaguirre, C., Méndez, F.J., Menéndez, M., Luceño, A., Losada, I.J., 2010. Extreme wave climate variability in southern Europe using satellite data. J. of Geophys. Res., 115, C04009 doi:10.1029/2009JC005802.
    • (2010)
    • Izaguirre, C.1    Méndez, F.J.2    Menéndez, M.3    Luceño, A.4    Losada, I.J.5
  • 25
    • 33846171978 scopus 로고    scopus 로고
    • Estimation of the long term variability of extreme significant wave height using a time-dependent POT model
    • Méndez F.J., Menéndez M., Luceño A., Losada I.J. Estimation of the long term variability of extreme significant wave height using a time-dependent POT model. J. Geophys. Res. 2006, 111. 10.1029/2005JC003344.
    • (2006) J. Geophys. Res. , vol.111
    • Méndez, F.J.1    Menéndez, M.2    Luceño, A.3    Losada, I.J.4
  • 27
    • 60249085425 scopus 로고    scopus 로고
    • The influence of seasonality on estimating return values of significant wave height
    • Menéndez M., Méndez F.J., Izaguirre C., Losada I.J. The influence of seasonality on estimating return values of significant wave height. Coastal Eng. 2009, 56(3):211-219.
    • (2009) Coastal Eng. , vol.56 , Issue.3 , pp. 211-219
    • Menéndez, M.1    Méndez, F.J.2    Izaguirre, C.3    Losada, I.J.4
  • 28
    • 68349144880 scopus 로고    scopus 로고
    • Forecasting seasonal to interannual variablility in extreme sea levels
    • Menéndez M., Méndez F.J., Losada I.J. Forecasting seasonal to interannual variablility in extreme sea levels. ICES J. Marine Sci. 2009, 66:1490-1496.
    • (2009) ICES J. Marine Sci. , vol.66 , pp. 1490-1496
    • Menéndez, M.1    Méndez, F.J.2    Losada, I.J.3
  • 29
    • 0031193287 scopus 로고    scopus 로고
    • Estimating return period wave heights and wind speeds using a seasonal point process model
    • Morton I.D., Bowers J., Mould G. Estimating return period wave heights and wind speeds using a seasonal point process model. Coastal Eng. 1997, 31:305-326.
    • (1997) Coastal Eng. , vol.31 , pp. 305-326
    • Morton, I.D.1    Bowers, J.2    Mould, G.3
  • 30
    • 0017908843 scopus 로고
    • Large-scale linearly constrained optimization
    • Murtagh B.A., Saunders M.A. Large-scale linearly constrained optimization. Math. Programming 1978, 14:41-72.
    • (1978) Math. Programming , vol.14 , pp. 41-72
    • Murtagh, B.A.1    Saunders, M.A.2
  • 31
    • 0003446306 scopus 로고    scopus 로고
    • Report SOL 83-20R SOL 83-20R, Department of Operations Research, Stanford University, Stanford, California
    • Murtagh B.A., Saunders M.A. MINOS 5.5 User's Guide 1998, Report SOL 83-20R SOL 83-20R, Department of Operations Research, Stanford University, Stanford, California.
    • (1998) MINOS 5.5 User's Guide
    • Murtagh, B.A.1    Saunders, M.A.2
  • 32
    • 0017535866 scopus 로고    scopus 로고
    • A branch and bound algorithm for feature subset selection
    • Narendra P.M., Fukunaga K. A branch and bound algorithm for feature subset selection. IEEE Trans. Comput. 1997, 26:917-922.
    • (1997) IEEE Trans. Comput. , vol.26 , pp. 917-922
    • Narendra, P.M.1    Fukunaga, K.2
  • 34
    • 0007967386 scopus 로고
    • Statistical algorithms: algorithm AS 199: a branch and bound algorithm for determining the optimal feature subset of a given size
    • Roberts S.J. Statistical algorithms: algorithm AS 199: a branch and bound algorithm for determining the optimal feature subset of a given size. Appl. Statist. 1984, 33:236-241.
    • (1984) Appl. Statist. , vol.33 , pp. 236-241
    • Roberts, S.J.1
  • 35
    • 0000120766 scopus 로고
    • Estimating the dimension of a model
    • Schwarz G. Estimating the dimension of a model. Ann. Statist. 1978, 6:461-464.
    • (1978) Ann. Statist. , vol.6 , pp. 461-464
    • Schwarz, G.1
  • 36
    • 33745977514 scopus 로고    scopus 로고
    • J, Department of Statistics, University of North Carolina
    • Smith R.L. Environmental statistics July 2001, Department of Statistics, University of North Carolina.
    • (2001) Environmental statistics
    • Smith, R.L.1
  • 37
    • 0028972640 scopus 로고
    • A point process approach to modeling trends in tropospheric ozone
    • Smith R.L., Shively T.S. A point process approach to modeling trends in tropospheric ozone. Atmos. Environ. 1995, 29:3489-3499.
    • (1995) Atmos. Environ. , vol.29 , pp. 3489-3499
    • Smith, R.L.1    Shively, T.S.2
  • 40
    • 0003364111 scopus 로고
    • Methods of nonlinear programming
    • McGraw-Hill, New York, R.L. Graves, P. Wolfe (Eds.)
    • Wolfe P. Methods of nonlinear programming. Recent Advances in Mathematical Programming 1963, 76-77. McGraw-Hill, New York. R.L. Graves, P. Wolfe (Eds.).
    • (1963) Recent Advances in Mathematical Programming , pp. 76-77
    • Wolfe, P.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.