Introduces a penalized least squares estimator with pseudo-norm penalization for parametric extreme-value mixture models and a data-driven algorithm to identify extreme directions.
Flood history of the Danube tributaries Lech and Isar in the Alpine foreland of Germany.Hydrological Sciences Journal, 51(5):784–798
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A penalized least squares estimator for extreme-value mixture models
Introduces a penalized least squares estimator with pseudo-norm penalization for parametric extreme-value mixture models and a data-driven algorithm to identify extreme directions.