Fast parameter estimation of generalized extreme value distribution using neural networks
Author
Abstract
Suggested Citation
DOI: 10.1002/env.2845
Download full text from publisher
References listed on IDEAS
- Creel, Michael, 2017.
"Neural nets for indirect inference,"
Econometrics and Statistics, Elsevier, vol. 2(C), pages 36-49.
- Michael Creel, 2016. "Neural Nets for Indirect Inference," Working Papers 942, Barcelona School of Economics.
- Milan Stojkovic & Slobodan P. Simonovic, 2019. "Mixed General Extreme Value Distribution for Estimation of Future Precipitation Quantiles Using a Weighted Ensemble - Case Study of the Lim River Basin (Serbia)," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 33(8), pages 2885-2906, June.
- Lenzi, Amanda & Bessac, Julie & Rudi, Johann & Stein, Michael L., 2023. "Neural networks for parameter estimation in intractable models," Computational Statistics & Data Analysis, Elsevier, vol. 185(C).
- Cooley, Daniel & Nychka, Douglas & Naveau, Philippe, 2007. "Bayesian Spatial Modeling of Extreme Precipitation Return Levels," Journal of the American Statistical Association, American Statistical Association, vol. 102, pages 824-840, September.
- Philémon Gamet & Jonathan Jalbert, 2022. "A flexible extended generalized Pareto distribution for tail estimation," Environmetrics, John Wiley & Sons, Ltd., vol. 33(6), September.
- Bucher, Axel & Segers, Johan, 2017. "On the maximum likelihood estimator for the Generalized Extreme-Value distribution," LIDAM Reprints ISBA 2017039, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Silius M. Vandeskog & Sara Martino & Daniela Castro-Camilo & Håvard Rue, 2022. "Modelling Sub-daily Precipitation Extremes with the Blended Generalised Extreme Value Distribution," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 27(4), pages 598-621, December.
- Guanzhou Wei & Xiao Liu & Russell Barton, 2024. "An extended PDE‐based statistical spatio‐temporal model that suppresses the Gibbs phenomenon," Environmetrics, John Wiley & Sons, Ltd., vol. 35(2), March.
- Hongxiang Yan & Hamid Moradkhani, 2016. "Toward more robust extreme flood prediction by Bayesian hierarchical and multimodeling," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 81(1), pages 203-225, March.
- Stephenson Alec G. & Tawn Jonathan A., 2013. "Determining the Best Track Performances of All Time Using a Conceptual Population Model for Athletics Records," Journal of Quantitative Analysis in Sports, De Gruyter, vol. 9(1), pages 67-76, March.
- Ernesto Carrella, 2021. "No Free Lunch when Estimating Simulation Parameters," Journal of Artificial Societies and Social Simulation, Journal of Artificial Societies and Social Simulation, vol. 24(2), pages 1-7.
- Thomas R. Cook & Aaron Smalter Hall, 2017.
"Macroeconomic Indicator Forecasting with Deep Neural Networks,"
Research Working Paper
RWP 17-11, Federal Reserve Bank of Kansas City.
- Thomas Cook, 2019. "Macroeconomic Indicator Forecasting with Deep Neural Networks," 2019 Meeting Papers 402, Society for Economic Dynamics.
- Manuel G. Scotto & Susana M. Barbosa & Andr�s M. Alonso, 2011. "Extreme value and cluster analysis of European daily temperature series," Journal of Applied Statistics, Taylor & Francis Journals, vol. 38(12), pages 2793-2804, March.
- Rishikesh Yadav & Raphaël Huser & Thomas Opitz, 2021. "Spatial hierarchical modeling of threshold exceedances using rate mixtures," Environmetrics, John Wiley & Sons, Ltd., vol. 32(3), May.
- Linyin Cheng & Amir AghaKouchak & Eric Gilleland & Richard Katz, 2014. "Non-stationary extreme value analysis in a changing climate," Climatic Change, Springer, vol. 127(2), pages 353-369, November.
- Jonathan Jalbert & Christian Genest & Luc Perreault, 2022. "Interpolation of Precipitation Extremes on a Large Domain Toward IDF Curve Construction at Unmonitored Locations," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 27(3), pages 461-486, September.
- Guillou, Armelle & Padoan, Simone A. & Rizzelli, Stefano, 2018. "Inference for asymptotically independent samples of extremes," Journal of Multivariate Analysis, Elsevier, vol. 167(C), pages 114-135.
- Hongxiang Yan & Hamid Moradkhani, 2016. "Toward more robust extreme flood prediction by Bayesian hierarchical and multimodeling," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 81(1), pages 203-225, March.
- Tao Gao & Yifei Xu & Huixia Judy Wang & Qiaohong Sun & Lian Xie & Fuqiang Cao, 2022. "Combined Impacts of Climate Variability Modes on Seasonal Precipitation Extremes Over China," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 36(7), pages 2411-2431, May.
- Michael E. Mann & Elisabeth A. Lloyd & Naomi Oreskes, 2017. "Assessing climate change impacts on extreme weather events: the case for an alternative (Bayesian) approach," Climatic Change, Springer, vol. 144(2), pages 131-142, September.
- K. Shuvo Bakar, 2020. "Interpolation of daily rainfall data using censored Bayesian spatially varying model," Computational Statistics, Springer, vol. 35(1), pages 135-152, March.
- Park, Eunchun & Brorsen, Wade & Harri, Ardian, 2017. "Spatially Smoothed Crop Yield Density Estimation: Physical Distance vs Climate Similarity," 2017 Annual Meeting, July 30-August 1, Chicago, Illinois 259145, Agricultural and Applied Economics Association.
- Jill Trepanier, 2014. "Hurricane winds over the North Atlantic: spatial analysis and sensitivity to ocean temperature," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, vol. 71(3), pages 1733-1747, April.
- Jordan Richards & Jennifer L. Wadsworth, 2021. "Spatial deformation for nonstationary extremal dependence," Environmetrics, John Wiley & Sons, Ltd., vol. 32(5), August.
- Michael Creel, 2021.
"Inference Using Simulated Neural Moments,"
Econometrics, MDPI, vol. 9(4), pages 1-15, September.
- Michael Creel, 2020. "Inference Using Simulated Neural Moments," Working Papers 1182, Barcelona School of Economics.
- Park, Eunchun & Harri, Ardian & Coble, Keith H., 2022. "Estimating Crop Yield Densities for Counties with Missing Data," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 47(3), September.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:wly:envmet:v:35:y:2024:i:3:n:e2845. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.interscience.wiley.com/jpages/1180-4009/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.