Mis-Specification Analysis Between Normal and Extreme Value Distributions for a Linear Regression Model

DOI10.1080/03610920601001725zbMath1109.62059OpenAlexW2136303925MaRDI QIDQ3435998

Hong-Fwu Yu

Publication date: 8 May 2007

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920601001725

zbMATH Keywords

mean squared errornormal distributionextreme value distributionmis-specification

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Statistics of extreme values; tail inference (62G32) Diagnostics, and linear inference and regression (62J20)

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