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Abstract

This chapter looks at extreme value data analysis as an application of VGLMs/VGAMs. The two most important models (generalized extreme value or GEV distribution, and generalized Pareto distribution or GPD) are shown to be easily amenable to the VGLM/VGAM framework. Some real data examples are given.

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Copyright information

© Thomas Yee 2015

Authors and Affiliations

  • Thomas W. Yee
    • 1
  1. 1.Department of StatisticsUniversity of AucklandAucklandNew Zealand

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