Mixed model-based additive models for sample extremes

Publication Type:
Journal Article
Citation:
Statistics and Probability Letters, 2008, 78 (17), pp. 2850 - 2858
Issue Date:
2008-12-01
Metrics:
Full metadata record
Files in This Item:
Filename Description Size
Thumbnail2010000371OK.pdf821.75 kB
Adobe PDF
We consider additive models fitting and inference when the response variable is a sample extreme. Non-linear covariate effects are handled using the mixed model representation of penalised splines. A fitting algorithm based on likelihood approximations is derived. The efficacy of the resulting methodology is demonstrated via application to simulated and real data. © 2008 Elsevier B.V. All rights reserved.
Please use this identifier to cite or link to this item: