Some Second-Order Asymptotics for Extreme Value Linear Regression Models

DOI10.1080/03610920500201319MaRDI QIDQ5201482zbMATH OpenOpenAlexFDO

Authors Edson Marcos Leal Soares Ramos, Gauss M. Cordeiro

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 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)

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Cites work

• scientific article; zbMATH DE number 3141621 (Why is no real title available?)
• scientific article; zbMATH DE number 193093 (Why is no real title available?)
• scientific article; zbMATH DE number 3522963 (Why is no real title available?)
• A formula to improve score test statistics
• An asymptotic expansion for the null distribution of the efficient score statistic
• Bartlett-type corrections for some score tests in proper dispersion models
• 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 Tests for Dispersion Models
• Improved likelihood ratio statistics for exponential family nonlinear models
• ON IMPROVING THE χ²APPROXIMATION OF SCORE TESTS IN LOCATION-SCALE NONLINEAR MODELS
• On bartlett and bartlett-type corrections francisco cribari-neto
• On the corrections to the likelihood ratio statistics
• Second order asymptotics for score tests in generalised linear models
• on the second-order bias of parameter estimates in nonlinear regression models with studentterrors

Cited in

(7)

• Small-sample one-sided testing in extreme value regression models
• Bias and skewness in a general extreme-value regression model
• Second-order risk structure of GLSE and MLE in a regression with a linear process
• scientific article; zbMATH DE number 2190314 (Why is no real title available?)
• Bias and size corrections in extreme value modeling
• Moment properties of estimators for a type 1 extreme-value regression model
• Small-sample likelihood inference in extreme-value regression models

Describes a project that uses

Uses Software

• GLIM
• R

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