Some Second-Order Asymptotics for Extreme Value Linear Regression Models
DOI10.1080/03610920500201319zbMath1084.62057OpenAlexW2016222273MaRDI QIDQ5201482
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
Bartlett-type correctionchi-squared distributionBartlett correctionmaximum likelihood estimatebias correctionbootstrap testextreme-value model
Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05) Statistics of extreme values; tail inference (62G32)
Uses Software
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