Title

Mixed model-based additive models for sample extremes

RIS ID

25066

Publication Details

Padoan, S. A. & Wand, M. P.. (2008). Mixed model-based additive models for sample extremes. Statistics and Probability Letters, 78 (17), 2850-2858.

Abstract

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.

Grant Number

ARC/DP0877055

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