Bias and skewness in a general extreme-value regression model
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References listed on IDEAS
- Cordeiro, Gauss M. & Botter, Denise A., 2001. "Second-order biases of maximum likelihood estimates in overdispersed generalized linear models," Statistics & Probability Letters, Elsevier, vol. 55(3), pages 269-280, December.
- Ospina, Raydonal & Cribari-Neto, Francisco & Vasconcellos, Klaus L.P., 2006. "Improved point and interval estimation for a beta regression model," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 960-981, November.
- Cordeiro, Gauss M. & Vasconcellos, Klaus L. P., 1997. "Bias correction for a class of multivariate nonlinear regression models," Statistics & Probability Letters, Elsevier, vol. 35(2), pages 155-164, September.
- Simas, Alexandre B. & Barreto-Souza, Wagner & Rocha, Andréa V., 2010. "Improved estimators for a general class of beta regression models," Computational Statistics & Data Analysis, Elsevier, vol. 54(2), pages 348-366, February.
- Chan, P.S. & Ng, H.K.T. & Balakrishnan, N. & Zhou, Q., 2008. "Point and interval estimation for extreme-value regression model under Type-II censoring," Computational Statistics & Data Analysis, Elsevier, vol. 52(8), pages 4040-4058, April.
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- Silvia L. P. Ferrari & Eliane C. Pinheiro, 2016. "Small-sample one-sided testing in extreme value regression models," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 100(1), pages 79-97, January.
More about this item
KeywordsExtreme-value regression model Dispersion covariates Maximum likelihood estimates Bias correction Skewness;
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