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

• Main Authors: Behzadi, Mostafa, Adam, Mohd Bakri, Fitrianto, Anwar
• Format: Article
• Language: English
• Published: Science Publications 2017
• Online Access: 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/

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...