Improved likelihood inference for the shape parameter in weibull regression (2006)
- Autores:
- Autor USP: FERRARI, SILVIA LOPES DE PAULA - IME
- Unidade: IME
- Assunto: INFERÊNCIA ESTATÍSTICA
- Idioma: Inglês
- Imprenta:
-
ABNT
SILVA, Michel Ferreira da e FERRARI, Sílvia Lopes de Paula e CRIBARI NETO, Francisco. Improved likelihood inference for the shape parameter in weibull regression. . São Paulo: IME-USP. Disponível em: https://repositorio.usp.br/directbitstream/d0180899-b2f3-42f5-b7a5-08fbfe1a583c/1504843.pdf. Acesso em: 28 mar. 2024. , 2006 -
APA
Silva, M. F. da, Ferrari, S. L. de P., & Cribari Neto, F. (2006). Improved likelihood inference for the shape parameter in weibull regression. São Paulo: IME-USP. Recuperado de https://repositorio.usp.br/directbitstream/d0180899-b2f3-42f5-b7a5-08fbfe1a583c/1504843.pdf -
NLM
Silva MF da, Ferrari SL de P, Cribari Neto F. Improved likelihood inference for the shape parameter in weibull regression [Internet]. 2006 ;[citado 2024 mar. 28 ] Available from: https://repositorio.usp.br/directbitstream/d0180899-b2f3-42f5-b7a5-08fbfe1a583c/1504843.pdf -
Vancouver
Silva MF da, Ferrari SL de P, Cribari Neto F. Improved likelihood inference for the shape parameter in weibull regression [Internet]. 2006 ;[citado 2024 mar. 28 ] Available from: https://repositorio.usp.br/directbitstream/d0180899-b2f3-42f5-b7a5-08fbfe1a583c/1504843.pdf - Corrected score tests for exponential family
- Generalizing bartlett corrections
- Bartlett corrected tests in student-t regression models
- Correções de Bartlett e tipo-Bartlett em modelos lineares generalizados
- Second order asymptotics for score test in generalised linear models
- Corrigendum to "An improved test for heteroskedasticity using adjusted modified profile likelihood inference" [Journal of Statistical Planning and Inference, v. 124, p. 423-437, 2004]
- Numerical evaluation of tests based on different heteroskedasticity-consistent covariance matrix estimators
- Improved likelihood inference for the shape parameter in Weibull regression
- On beta regression residuals
- Skovgaard's adjustment to likelihood ratio tests in exponential family nonlinear models
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