Mixed model-based additive models for sample extremes
journal contribution
posted on 2024-11-16, 08:02authored byS 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