Some Second-Order Asymptotics for Extreme Value Linear Regression Models

DOI10.1080/03610920500201319zbMATH Open1084.62057OpenAlexW2016222273MaRDI QIDQ5201482FDOQ5201482

Gauss M. Cordeiro, Edson Marcos Leal Soares Ramos

Publication date: 19 April 2006

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

Full work available at URL: https://doi.org/10.1080/03610920500201319

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zbMATH Keywords

Bartlett correctionbias correctionchi-squared distributionbootstrap testmaximum likelihood estimateBartlett-type correctionextreme-value model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Asymptotic distribution theory in statistics (62E20) Statistics of extreme values; tail inference (62G32)

Cites Work

• Title not available (Why is that?)
• An asymptotic expansion for the null distribution of the efficient score statistic
• Title not available (Why is that?)
• On bartlett and bartlett-type corrections francisco cribari-neto
• Title not available (Why is that?)
• Corrected maximum-likelihood estimation in a class of symmetric nonlinear regression models
• Higher order monotone Bartlett-type adjustment for some multivariate test statistics
• Improved likelihood ratio statistics for exponential family nonlinear models
• A formula to improve score test statistics
• ON IMPROVING THE χ²APPROXIMATION OF SCORE TESTS IN LOCATION-SCALE NONLINEAR MODELS
• Second order asymptotics for score tests in generalised linear models
• On the corrections to the likelihood ratio statistics
• on the second-order bias of parameter estimates in nonlinear regression models with studentterrors
• Improved Likelihood Ratio Tests for Dispersion Models
• Bartlett-type corrections for some score tests in proper dispersion models

Cited In (3)

• Title not available (Why is that?)
• Second-order risk structure of GLSE and MLE in a regression with a linear process
• Moment properties of estimators for a type 1 extreme-value regression model

Uses Software

• R
• GLIM

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