1 citations · 1 across the 2 of their papers we have counts for
4 papers
Higher-order approximate confidence intervals
Eliane C. Pinheiro, Silvia L. P. Ferrari, Francisco M. C. Medeiros
Standard confidence intervals employed in applied statistical analysis are usually based on asymptotic approximations. Such approximations can be considerably inaccurate in small a…
A comparative review of generalizations of the Gumbel extreme value distribution with an application to wind speed data
E. C. Pinheiro, S. L. P. Ferrari
The generalized extreme value distribution and its particular case, the Gumbel extreme value distribution, are widely applied for extreme value analysis. The Gumbel distribution ha…
Small-sample one-sided testing in extreme value regression models
Silvia L. P. Ferrari, Eliane C. Pinheiro
We derive adjusted signed likelihood ratio statistics for a general class of extreme value regression models. The adjustments reduce the error in the standard normal approximation…
Small-sample likelihood inference in extreme-value regression models
Silvia L. P. Ferrari, Eliane C. Pinheiro
We deal with a general class of extreme-value regression models introduced by Barreto- Souza and Vasconcellos (2011). Our goal is to derive an adjusted likelihood ratio statistic t…