Generalized Additive Modelling of Sample Extremes
Summary We describe smooth non-stationary generalized additive modelling for sample extremes, in which spline smoothers are incorporated into models for exceedances over high thresholds. Fitting is by maximum penalized likelihood estimation, with uncertainty assessed by using differences of deviance...
Published in: | Journal of the Royal Statistical Society Series C: Applied Statistics |
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Language: | English |
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Oxford University Press (OUP)
2004
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Online Access: | http://dx.doi.org/10.1111/j.1467-9876.2005.00479.x https://api.wiley.com/onlinelibrary/tdm/v1/articles/10.1111%2Fj.1467-9876.2005.00479.x https://academic.oup.com/jrsssc/article-pdf/54/1/207/50026202/jrsssc_54_1_207.pdf |
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croxfordunivpr:10.1111/j.1467-9876.2005.00479.x 2024-09-30T14:39:24+00:00 Generalized Additive Modelling of Sample Extremes Chavez-Demoulin, V. Davison, A. C. 2004 http://dx.doi.org/10.1111/j.1467-9876.2005.00479.x https://api.wiley.com/onlinelibrary/tdm/v1/articles/10.1111%2Fj.1467-9876.2005.00479.x https://academic.oup.com/jrsssc/article-pdf/54/1/207/50026202/jrsssc_54_1_207.pdf en eng Oxford University Press (OUP) https://academic.oup.com/journals/pages/open_access/funder_policies/chorus/standard_publication_model Journal of the Royal Statistical Society Series C: Applied Statistics volume 54, issue 1, page 207-222 ISSN 0035-9254 1467-9876 journal-article 2004 croxfordunivpr https://doi.org/10.1111/j.1467-9876.2005.00479.x 2024-09-17T04:29:42Z Summary We describe smooth non-stationary generalized additive modelling for sample extremes, in which spline smoothers are incorporated into models for exceedances over high thresholds. Fitting is by maximum penalized likelihood estimation, with uncertainty assessed by using differences of deviances and bootstrap simulation. The approach is illustrated by using data on extreme winter temperatures in the Swiss Alps, analysis of which shows strong influence of the north Atlantic oscillation. Benefits of the new approach are flexible and appropriate modelling of extremes, more realistic assessment of estimation uncertainty and the accommodation of complex dependence patterns. Article in Journal/Newspaper North Atlantic North Atlantic oscillation Oxford University Press Journal of the Royal Statistical Society Series C: Applied Statistics 54 1 207 222 |
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Open Polar |
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Oxford University Press |
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croxfordunivpr |
language |
English |
description |
Summary We describe smooth non-stationary generalized additive modelling for sample extremes, in which spline smoothers are incorporated into models for exceedances over high thresholds. Fitting is by maximum penalized likelihood estimation, with uncertainty assessed by using differences of deviances and bootstrap simulation. The approach is illustrated by using data on extreme winter temperatures in the Swiss Alps, analysis of which shows strong influence of the north Atlantic oscillation. Benefits of the new approach are flexible and appropriate modelling of extremes, more realistic assessment of estimation uncertainty and the accommodation of complex dependence patterns. |
format |
Article in Journal/Newspaper |
author |
Chavez-Demoulin, V. Davison, A. C. |
spellingShingle |
Chavez-Demoulin, V. Davison, A. C. Generalized Additive Modelling of Sample Extremes |
author_facet |
Chavez-Demoulin, V. Davison, A. C. |
author_sort |
Chavez-Demoulin, V. |
title |
Generalized Additive Modelling of Sample Extremes |
title_short |
Generalized Additive Modelling of Sample Extremes |
title_full |
Generalized Additive Modelling of Sample Extremes |
title_fullStr |
Generalized Additive Modelling of Sample Extremes |
title_full_unstemmed |
Generalized Additive Modelling of Sample Extremes |
title_sort |
generalized additive modelling of sample extremes |
publisher |
Oxford University Press (OUP) |
publishDate |
2004 |
url |
http://dx.doi.org/10.1111/j.1467-9876.2005.00479.x https://api.wiley.com/onlinelibrary/tdm/v1/articles/10.1111%2Fj.1467-9876.2005.00479.x https://academic.oup.com/jrsssc/article-pdf/54/1/207/50026202/jrsssc_54_1_207.pdf |
genre |
North Atlantic North Atlantic oscillation |
genre_facet |
North Atlantic North Atlantic oscillation |
op_source |
Journal of the Royal Statistical Society Series C: Applied Statistics volume 54, issue 1, page 207-222 ISSN 0035-9254 1467-9876 |
op_rights |
https://academic.oup.com/journals/pages/open_access/funder_policies/chorus/standard_publication_model |
op_doi |
https://doi.org/10.1111/j.1467-9876.2005.00479.x |
container_title |
Journal of the Royal Statistical Society Series C: Applied Statistics |
container_volume |
54 |
container_issue |
1 |
container_start_page |
207 |
op_container_end_page |
222 |
_version_ |
1811642003739377664 |