University of Wollongong
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Mixed model-based additive models for sample extremes

journal contribution
posted on 2024-11-16, 08:02 authored by S A Padoan, Matthew Wand
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.

Funding

Generalised Linear Mixed Models: Theory, Methods and New Areas of Application

Australian Research Council

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History

Citation

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

Journal title

Statistics & Probability Letters

Volume

78

Issue

17

Pagination

2850-2858

Language

English

RIS ID

25066

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