Bias and skewness in a general extreme-value regression model

DOI10.1016/J.CSDA.2010.09.028MaRDI QIDQ901507zbMATH OpenOpenAlexFDO

Authors Wagner Barreto-Souza, Klaus L. P. Vasconcellos

Publication date 12 January 2016

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2010.09.028

zbMATH Keywords

bias correctiondispersion covariatesextreme-value regression modelmaximum likelihood estimatesskewness

Mathematics Subject Classification ID

Point estimation (62F10) Linear regression; mixed models (62J05)

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Cited in

(16)

• Small-sample one-sided testing in extreme value regression models
• The bias and skewness of M-estimators in regression
• Asymptotic skewness for the beta regression model
• Improved point estimation for inverse gamma regression models
• Moment properties of estimators for a type 1 extreme-value regression model
• scientific article; zbMATH DE number 7008162 (Why is no real title available?)
• Skewness of maximum likelihood estimators in the varying dispersion beta regression model
• Influence diagnostics and model validation for the generalized extreme-value nonlinear 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-corrected estimators for dispersion models with dispersion covariates
• Improved estimators in beta prime regression models
• Inferential and predictive procedures for inverse gamma regression model
• Second-order skewness of the maximum likelihood estimators in symmetric nonlinear regressions
• Skewness of maximum likelihood estimators in dispersion models

Describes a project that uses

Uses Software

• Ox
• SPLIDA

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