Modified likelihood ratio tests for extreme value distributions

Communication in Statistics- Theory and Methods ◽

10.1080/03610926.2021.2018463 ◽

2021 ◽

pp. 1-10

Author(s):

Hyunseok Seung ◽

Sangun Park

Keyword(s):

Likelihood Ratio ◽

Extreme Value ◽

Likelihood Ratio Tests ◽

Extreme Value Distributions ◽

Modified Likelihood

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Modified likelihood ratio tests in heteroskedastic multivariate regression models with measurement error

Journal of Statistical Computation and Simulation ◽

10.1080/00949655.2013.787691 ◽

2013 ◽

Vol 84 (10) ◽

pp. 2233-2247 ◽

Cited By ~ 3

Author(s):

Tatiane F.N. Melo ◽

Silvia L.P. Ferrari ◽

Alexandre G. Patriota

Keyword(s):

Measurement Error ◽

Likelihood Ratio ◽

Multivariate Regression ◽

Regression Models ◽

Likelihood Ratio Tests ◽

Modified Likelihood

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Unbiased modified likelihood ratio tests for simple and double separability of a variance–covariance structure

Statistics & Probability Letters ◽

10.1016/j.spl.2012.10.020 ◽

2013 ◽

Vol 83 (2) ◽

pp. 631-636 ◽

Cited By ~ 3

Author(s):

A.M. Manceur ◽

P. Dutilleul

Keyword(s):

Likelihood Ratio ◽

Covariance Structure ◽

Likelihood Ratio Tests ◽

Modified Likelihood

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Modified likelihood ratio tests for unit gamma regressions

Journal of Applied Statistics ◽

10.1080/02664763.2019.1683152 ◽

2019 ◽

Vol 47 (9) ◽

pp. 1562-1586

Author(s):

Ana C. Guedes ◽

Francisco Cribari-Neto ◽

Patrícia L. Espinheira

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Tests ◽

Modified Likelihood

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Some Likelihood Ratio Tests When a Normal Covariance Matrix Has Certain Reducible Linear Structures

Communications in Statistics - Simulation and Computation ◽

10.1080/03610917508548472 ◽

1975 ◽

Vol 4 (6) ◽

pp. 537-554

Author(s):

G. S. Rogers ◽

D. L. Young

Keyword(s):

Covariance Matrix ◽

Likelihood Ratio ◽

Likelihood Ratio Tests ◽

Linear Structures

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Invariant Tests and Likelihood Ratio Tests for Multivariate Elliptically Contoured Distributions

10.21236/ada155844 ◽

1985 ◽

Author(s):

T. W. Anderson ◽

H. Hsu

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Tests ◽

Elliptically Contoured Distributions ◽

Elliptically Contoured

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Nonparametric Bootstrap for Quasi-Likelihood Ratio Tests

SSRN Electronic Journal ◽

10.2139/ssrn.1921326 ◽

2011 ◽

Author(s):

Lorenzo Camponovo

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Tests ◽

Nonparametric Bootstrap

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Asymptotic Refinements of a Fully Nonparametric Bootstrap for Quasi-Likelihood Ratio Tests of Extremum Estimators

SSRN Electronic Journal ◽

10.2139/ssrn.2442389 ◽

2014 ◽

Author(s):

Lorenzo Camponovo

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Tests ◽

Nonparametric Bootstrap

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Statistical Modelling of Extreme Rainfall Indices using Multivariate Extreme Value Distributions

Environmental Modeling & Assessment ◽

10.1007/s10666-021-09766-6 ◽

2021 ◽

Author(s):

Tadele Akeba Diriba ◽

Legesse Kassa Debusho

Keyword(s):

Extreme Rainfall ◽

Statistical Modelling ◽

Extreme Value ◽

Extreme Value Distributions ◽

Multivariate Extreme Value

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Quasi-likelihood ratio tests for cointegration, cobreaking, and cotrending

Econometric Reviews ◽

10.1080/07474938.2018.1528416 ◽

2019 ◽

Vol 38 (8) ◽

pp. 881-898

Author(s):

Josep Lluís Carrion-i-Silvestre ◽

Dukpa Kim

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Tests

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Characterizations of Complete Classes of Tests of Some Multiparametric Hypotheses, with Applications to Likelihood Ratio Tests

The Annals of Mathematical Statistics ◽

10.1214/aoms/1177728590 ◽

1955 ◽

Vol 26 (1) ◽

pp. 21-36 ◽

Cited By ~ 34

Author(s):

Allan Birnbaum

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Tests

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