Small-sample likelihood inference in extreme-value regression models (2014)
- Authors:
- Autor USP: FERRARI, SILVIA LOPES DE PAULA - IME
- Unidade: IME
- DOI: 10.1080/00949655.2012.720686
- Assunto: PESQUISA E PLANEJAMENTO ESTATÍSTICO
- Language: Inglês
- Imprenta:
- Source:
- Título: Journal of Statistical Computation and Simulation
- ISSN: 0094-9655
- Volume/Número/Paginação/Ano: v. 84, n. 3, p. 582-595, 2014
- Este periódico é de assinatura
- Este artigo é de acesso aberto
- URL de acesso aberto
- Cor do Acesso Aberto: green
-
ABNT
FERRARI, Sílvia Lopes de Paula e PINHEIRO, Eliane Cantinho. Small-sample likelihood inference in extreme-value regression models. Journal of Statistical Computation and Simulation, v. 84, n. 3, p. 582-595, 2014Tradução . . Disponível em: https://doi.org/10.1080/00949655.2012.720686. Acesso em: 17 jan. 2026. -
APA
Ferrari, S. L. de P., & Pinheiro, E. C. (2014). Small-sample likelihood inference in extreme-value regression models. Journal of Statistical Computation and Simulation, 84( 3), 582-595. doi:10.1080/00949655.2012.720686 -
NLM
Ferrari SL de P, Pinheiro EC. Small-sample likelihood inference in extreme-value regression models [Internet]. Journal of Statistical Computation and Simulation. 2014 ; 84( 3): 582-595.[citado 2026 jan. 17 ] Available from: https://doi.org/10.1080/00949655.2012.720686 -
Vancouver
Ferrari SL de P, Pinheiro EC. Small-sample likelihood inference in extreme-value regression models [Internet]. Journal of Statistical Computation and Simulation. 2014 ; 84( 3): 582-595.[citado 2026 jan. 17 ] Available from: https://doi.org/10.1080/00949655.2012.720686 - Improved heteroscedasticity-consistent covariance matrix estimators
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Informações sobre o DOI: 10.1080/00949655.2012.720686 (Fonte: oaDOI API)
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