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Volumn 84, Issue 3, 2014, Pages 582-595

Small-sample likelihood inference in extreme-value regression models

Author keywords

extreme value regression; gradient test; Gumbel distribution; likelihood ratio test; nonlinear models; score test; small sample adjustments; Wald test

Indexed keywords


EID: 84889255373     PISSN: 00949655     EISSN: 15635163     Source Type: Journal    
DOI: 10.1080/00949655.2012.720686     Document Type: Article
Times cited : (8)

References (16)
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  • 7
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    • The gradient statistic
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    • Terrell, G.R.1
  • 8
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    • Likelihood asymptotics
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  • 9
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    • Improved likelihood inference in beta regression
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    • Ferrari, S.L.P.1    Pinheiro, E.C.2
  • 10
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    • Skovgaard's adjustment to likelihood ratio tests in exponential family nonlinear models
    • S.L.P. Ferrari and A.H.M.A. Cysneiros, Skovgaard's adjustment to likelihood ratio tests in exponential family nonlinear models, Stat. Probab. Lett. 78 (2008), pp. 3047-3055. doi: 10.1016/j.spl.2008.05.009
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    • Ferrari, S.L.P.1    Cysneiros, A.H.M.A.2
  • 13
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.