Practical strategies for GEV-based regression models for extremes

We thank Sabrina Vettori for providing a simplified version of the pollution data. We acknowledge Lars Holden for the notion of blending at the distribution level, an idea that came to light during a hallway conversation 20 years ago. This publication is partially based upon work supported by the King Abdullah University of Science and Technology (KAUST) Office of Sponsored Research (OSR) under Award No. OSR-CRG2017-3434.