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Univariate generalized additive models for simulated stationary and non-stationary generalized Pareto distribution

Generalized additive models as a predictor in regression approaches, are made up over cubic spline basis and penalized regression splines. Despite of linear predictor in GLM, generalized additive models use a sum of smooth functions of covariates as a predictor. The data which are used in this study...

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Main Authors:	Behzadi, Mostafa, Adam, Mohd Bakri, Fitrianto, Anwar
格式:	Article
语言:	English
出版:	Science Publications 2017
在线阅读:	http://psasir.upm.edu.my/id/eprint/63632/1/Univariate%20Generalized%20Additive%20Models%20for%20Simulated%20Stationary%20and%20Non-Stationary%20Generalized%20Pareto%20Distribution.pdf http://psasir.upm.edu.my/id/eprint/63632/
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