Generalized additive modelling of sample extremes

ISSN:0035-9254 ISSN:1467-9876

Bibliographic Details
Published in:Journal of the Royal Statistical Society Series C: Applied Statistics
Main Authors: Chavez-Demoulin, Valérie, Davison, Anthony C.
Format: Article in Journal/Newspaper
Language:English
Published: Wiley-Blackwell 2005
Subjects:
Bootstrap
Generalized additive model
Generalized pareto distribution
Natural cubic spline
North Atlantic oscillation
Parameter orthogonality
Peaks over threshold
Penalized likelihood
Statistics of extremes
Temperature data
North Atlantic
Online Access:https://hdl.handle.net/20.500.11850/35280
Description
Summary:ISSN:0035-9254 ISSN:1467-9876

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