Generalized Additive Models for Exceedances of High Thresholds With an Application to Return Level Estimation for U.S. Wind Gusts
高阈值超越的广义可加模型及其在美国阵风重现水平估计中的应用
Generalized additive model (GAM) forms offer a flexible approach to capturing marginal variation. Such forms are used here to represent distributional variation in extreme values and presented in terms of spatio-temporal variation, which is often evident in environmental processes. A two-stage procedure is proposed that identifies extreme values as exceedances of a high threshold, which is defined as a fixed quantile and estimated by quantile regression. Excesses of the…