Small-sample one-sided testing in extreme value regression models

DOI10.1007/s10182-015-0251-yzbMath1443.62056arXiv1405.6057OpenAlexW2087617101WikidataQ57496451 ScholiaQ57496451MaRDI QIDQ1622019

Silvia L. P. Ferrari, Eliane C. Pinheiro

Publication date: 12 November 2018

Published in: AStA. Advances in Statistical Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.6057

zbMATH Keywords

nonlinear modelsGumbel distributionsigned likelihood ratio testextreme value regressionsmall-sample adjustments

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Asymptotic properties of parametric tests (62F05)

Related Items (4)

Influence diagnostics and model validation for the generalized extreme-value nonlinear regression model ⋮ Invited article by M. Gidea: Extreme events and emergency scales ⋮ Inference in a bimodal Birnbaum-Saunders model ⋮ A comparative review of generalizations of the Gumbel extreme value distribution with an application to wind speed data

Uses Software

• Ox

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