554 citations · 1.1k across the 23 of their papers we have counts for
3 papers · 1 filter
Improved hypothesis testing in a general multivariate elliptical model
T. F. N. Melo, S. L. P. Ferrari, A. G. Patriota
This paper investigates improved testing inferences under a general multivariate elliptical regression model. The model is very flexible in terms of the specification of the mean v…
Improved estimation in a general multivariate elliptical model
Tatiane F. N. Melo, Silvia L. P. Ferrari, Alexandre G. Patriota
The problem of reducing the bias of maximum likelihood estimator in a general multivariate elliptical regression model is considered. The model is very flexible and allows the mean…
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…