On the Smoothing of the Generalized Extreme Value Distribution Parameters Using Penalized Maximum Likelihood: A Case Study on UVB Radiation Maxima in the Mexico City Metropolitan Area
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References listed on IDEAS
- Francesco Pauli & Stuart Coles, 2001. "Penalized likelihood inference in extreme value analyses," Journal of Applied Statistics, Taylor & Francis Journals, vol. 28(5), pages 547-560.
- Chiara Bocci & Enrica Caporali & Alessandra Petrucci, 2013. "Geoadditive modeling for extreme rainfall data," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 97(2), pages 181-193, April.
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- Jorge Castillo-Mateo & Jesús Asín & Ana C. Cebrián & Jesús Mateo-Lázaro & Jesús Abaurrea, 2023. "Bayesian Variable Selection in Generalized Extreme Value Regression: Modeling Annual Maximum Temperature," Mathematics, MDPI, vol. 11(3), pages 1-19, February.
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Keywords
penalized maximum likelihood; extreme value theory; smoothing functions; nonstationary; UVB radiation; Mexico City;All these keywords.
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