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

zbMATH Keywords

Bartlett-type correctionchi-squared distributionBartlett correctionmaximum likelihood estimatebias correctionbootstrap testextreme-value model

Mathematics Subject Classification ID

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

Uses Software

• R
• GLIM

Cites Work

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• Higher order monotone Bartlett-type adjustment for some multivariate test statistics
• ON IMPROVING THE χ²APPROXIMATION OF SCORE TESTS IN LOCATION-SCALE NONLINEAR MODELS
• Second order asymptotics for score tests in generalised linear models
• Improved Likelihood Ratio Tests for Dispersion Models
• Bartlett-type corrections for some score tests in proper dispersion models

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