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On restricted hypotheses in extreme value regression models

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  • Paula, Gilberto A.
  • Rojas, Oscar V.

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  • Paula, Gilberto A. & Rojas, Oscar V., 1997. "On restricted hypotheses in extreme value regression models," Computational Statistics & Data Analysis, Elsevier, vol. 25(2), pages 143-157, July.
    • Handle: RePEc:eee:csdana:v:25:y:1997:i:2:p:143-157
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    References listed on IDEAS

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    1. Wolak, Frank A., 1989. "Local and Global Testing of Linear and Nonlinear Inequality Constraints in Nonlinear Econometric Models," Econometric Theory, Cambridge University Press, vol. 5(1), pages 1-35, April.
    2. Wolak, Frank A, 1991. "The Local Nature of Hypothesis Tests Involving Inequality Constraints in Nonlinear Models," Econometrica, Econometric Society, vol. 59(4), pages 981-995, July.
    3. Wolak, Frank A., 1989. "Testing inequality constraints in linear econometric models," Journal of Econometrics, Elsevier, vol. 41(2), pages 205-235, June.
    4. Kodde, David A & Palm, Franz C, 1986. "Wald Criteria for Jointly Testing Equality and Inequality Restriction s," Econometrica, Econometric Society, vol. 54(5), pages 1243-1248, September.
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    Cited by:

    1. Carlos A. Cardozo & Gilberto A. Paula & Luiz H. Vanegas, 2022. "Generalized log-gamma additive partial linear models with P-spline smoothing," Statistical Papers, Springer, vol. 63(6), pages 1953-1978, December.
    2. Paula, Gilberto A., 1999. "One-sided tests in generalized linear dose-response models," Computational Statistics & Data Analysis, Elsevier, vol. 30(4), pages 413-427, June.
    3. H. K. T. Ng & N. Balakrishnan & P. S. Chan, 2007. "Optimal sample size allocation for tests with multiple levels of stress with extreme value regression," Naval Research Logistics (NRL), John Wiley & Sons, vol. 54(3), pages 237-249, April.

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