[Home ] [Archive]   [ فارسی ]  
:: Main :: About :: Current Issue :: Archive :: Search :: Submit :: Contact ::
:: Volume 3, Issue 1 (9-2009) ::
J. of Stat. Sci. 2009, 3(1): 95-109 Back to browse issues page
Bayesian Analysis of Extreme Values Using Splines in Generalized Mixed Model
Behzad Mahmoudian , Mousa Golalizadeh
Abstract:   (21953 Views)
Modeling of extreme responses in presence nonlinear, temporal, spatial and interaction effects can be accomplished with mixed models. In addition, smoothing spline through mixed model and Bayesian approach together provide convenient framework for inference of extreme values. In this article, by representing as a mixed model, smoothing spline is used to assess nonlinear covariate effect on extreme values. For this reason, we assume that extreme responses given covariates and random effects are independent with generalized extreme value distribution. Then by using MCMC techniques in Bayesian framework, location parameter of distribution is estimated as a smooth function of covariates. Finally, the proposed model is employed to model the extreme values of ozone data.
Keywords: Extreme Values, Generalized Extreme Value Distribution, Smoothing Spline, Bayesian Approach, Block minimas, Ozone data.
Full-Text [PDF 472 kb]   (3074 Downloads)    
Type of Study: Research | Subject: Spatial Statistics
Received: 2011/07/4 | Accepted: 2013/08/13 | Published: 2020/02/18
Add your comments about this article
Your username or Email:


XML   Persian Abstract   Print

Download citation:
BibTeX | RIS | EndNote | Medlars | ProCite | Reference Manager | RefWorks
Send citation to:

Mahmoudian B, Golalizadeh M. Bayesian Analysis of Extreme Values Using Splines in Generalized Mixed Model. J. of Stat. Sci.. 2009; 3 (1) :95-109
URL: http://jss.irstat.ir/article-1-32-en.html

Volume 3, Issue 1 (9-2009) Back to browse issues page
مجله علوم آماری – نشریه علمی پژوهشی انجمن آمار ایران Journal of Statistical Sciences
Persian site map - English site map - Created in 0.04 seconds with 30 queries by YEKTAWEB 4284