期刊
JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES B-STATISTICAL METHODOLOGY
卷 62, 期 -, 页码 191-208出版社
WILEY
DOI: 10.1111/1467-9868.00228
关键词
bootstrap; generalized extreme value distribution; local likelihood; local polynomial fitting; permutation test; temperature date
Trends in sample extremes are of interest in many contexts, an example being environmental statistics. Parametric models are often used to model trends in such data, but they may not be suitable for exploratory data analysis. This paper outlines a semiparametric approach to smoothing sample extremes, based on local polynomial fitting of the generalized extreme value distribution and related models. The uncertainty of fits is assessed by using resampling methods. The methods are applied to data on extreme temperatures and on record times for the women's 3000 m race.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据