Small-sample one-sided testing in extreme value regression models (Q1622019): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: Q3742485 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modified signed log likelihood ratio / rank
 
Normal rank
Property / cites work
 
Property / cites work: Bias and skewness in a general extreme-value regression model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Statistics of Extremes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4833241 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An introduction to statistical modeling of extreme values / rank
 
Normal rank
Property / cites work
 
Property / cites work: Accurate higher-order likelihood inference on \(P(Y<X)\) / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4725475 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5633348 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4272801 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Small-sample likelihood inference in extreme-value regression models / rank
 
Normal rank
Property / cites work
 
Property / cites work: A simple general formula for tail probabilities for frequentist and Bayesian inference / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sur la distribution limite du terme maximum d'une série aléatoire / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3259350 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4955637 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Improved likelihood ratio tests on the von Mises-Fisher distribution / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4791750 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A modified signed likelihood ratio test in elliptical structural models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Smooth tail-index estimation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5287558 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An empirical adjustment to the likelihood ratio statistic / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2760425 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An explicit large-deviation approximation to one-parameter tests. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Likelihood Asymptotics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Small sample asymptotic inference for the coefficient of variation: normal and nonnormal models / rank
 
Normal rank

Revision as of 07:35, 17 July 2024

scientific article
Language Label Description Also known as
English
Small-sample one-sided testing in extreme value regression models
scientific article

    Statements

    Small-sample one-sided testing in extreme value regression models (English)
    0 references
    0 references
    0 references
    12 November 2018
    0 references
    extreme value regression
    0 references
    Gumbel distribution
    0 references
    nonlinear models
    0 references
    signed likelihood ratio test
    0 references
    small-sample adjustments
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references