Mis-Specification Analysis Between Normal and Extreme Value Distributions for a Linear Regression Model

DOI10.1080/03610920601001725zbMath1109.62059MaRDI QIDQ3435998

Hong-Fwu Yu

Publication date: 8 May 2007

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920601001725

zbMATH Keywords

mean squared error; normal distribution; extreme value distribution; mis-specification

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62J05: Linear regression; mixed models

62F35: Robustness and adaptive procedures (parametric inference)

62G32: Statistics of extreme values; tail inference

62J20: Diagnostics, and linear inference and regression

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