Bias and skewness in a general extreme-value regression model

Computational Statistics and Data Analysis

Volumn 55, Issue 3, 2011, Pages 1379-1393

  Barreto Souza, Wagner ^a   Vasconcellos, Klaus L P ^a  

^a FEDERAL UNIVERSITY OF PERNAMBUCO   (Brazil)

Author keywords

Bias correction; Dispersion covariates; Extreme value regression model; Maximum likelihood estimates; Skewness

Indexed keywords

BIAS CORRECTION; MAXIMUM LIKELIHOOD ESTIMATE; MAXIMUM LIKELIHOOD ESTIMATES; MAXIMUM LIKELIHOOD ESTIMATOR; PRACTICAL USE; REGRESSION MODEL; SECOND ORDERS; SIMULATION STUDIES; SKEWNESS;

DISPERSIONS; MAXIMUM LIKELIHOOD ESTIMATION;

REGRESSION ANALYSIS;

EID: 78649331448     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2010.09.028     Document Type: Article

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