Vector generalized linear and additive extreme value models

  title={Vector generalized linear and additive extreme value models},
  author={Thomas W. Yee and Alec Stephenson},
Over recent years parametric and nonparametric regression has slowly been adopted into extreme value data analysis. Its introduction has been characterized by piecemeal additions and embellishments, which has had a negative effect on software development and usage. The purpose of this article is to convey the classes of vector generalized linear and additive models (VGLMs and VGAMs) as offering significant advantages for extreme value data analysis, providing flexible smoothing within a… CONTINUE READING
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