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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…
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…