Small-sample one-sided testing in extreme value regression models-Reference-Cited by-同舟云学术

Small-sample one-sided testing in extreme value regression models

Published:2015-04-19 Issue:1 Volume:100 Page:79-97
ISSN:1863-8171
Container-title:AStA Advances in Statistical Analysis
language:en
Short-container-title:AStA Adv Stat Anal

Author:

Ferrari Silvia L. P.,Pinheiro Eliane C.

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Economics and Econometrics,Social Sciences (miscellaneous),Modeling and Simulation,Statistics and Probability,Analysis

Link

http://link.springer.com/content/pdf/10.1007/s10182-015-0251-y.pdf

Reference30 articles.

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3. Barreto-Souza, W., Vasconcellos, K.L.P.: Bias and skewness in a general extreme value regression model. Comput. Stat. Data Anal. 55(3), 1379–1393 (2011)

4. Beirlant, J., Goegebeur, Y., Segers, J., Teugels, J.: Statistics of Extremes: Theory and Applications. Wiley, Chichester (2004)

5. Castillo, E., Hadi, A.S., Balakrishnan, N., Sarabia, J.M.: Extreme Value and Related Models with Applications in Engineering and Science. Wiley, New Jersey (2005)

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