scientific article; zbMATH DE number 7008162

MaRDI QIDQ4616003zbMATH OpenFDO

Authors Edson Marcos Leal Soares Ramos, Gauss M. Cordeiro

Publication date 29 January 2019

Full work available at URL http://jaguar.fcav.unesp.br/RME/fasciculos/v24/v24_n1/A5_Gauss.pdf

zbMATH Keywords

bias correctionbootstrap testchi-squared distributionextreme value modellinear regressionmaximum likelihood estimate

Mathematics Subject Classification ID

Extreme value theory; extremal stochastic processes (60G70) Point estimation (62F10) Bootstrap, jackknife and other resampling methods (62F40) Linear regression; mixed models (62J05)

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Cited in

(7)

• Small-sample one-sided testing in extreme value regression models
• Mis-Specification Analysis Between Normal and Extreme Value Distributions for a Linear Regression Model
• Moment properties of estimators for a type 1 extreme-value regression model
• Bias and size corrections in extreme value modeling
• Some Second-Order Asymptotics for Extreme Value Linear Regression Models
• Small-sample likelihood inference in extreme-value regression models
• Bias and skewness in a general extreme-value regression model

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