:: 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:   (20047 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]   (2782 Downloads)    
Type of Study: Research | Subject: Spatial Statistics
Received: 2011/07/4 | Accepted: 2013/08/13

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Volume 3, Issue 1 (9-2009) Back to browse issues page