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Regression Analysis

Linear Regression with Extreme Value Residuals

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Pages 73-91 | Received 29 Nov 2006, Accepted 11 May 2007, Published online: 03 Jan 2008

References

  • Fisher , R. A. , Tippett , L. H. C. ( 1928 ). Limiting forms of the frequency distribution of the largest or smallest member of a sample . Proceedings of the Cambridge Philosophical Society 24 : 180 – 290 .
  • Gumbel , E. J. ( 1958 ). Statistics of Extremes . New York : Columbia University Press .
  • Hosking , J. R. M. ( 1990 ). L-moments: analysis and estimation of distributions using linear combinations of order statistics . Journal of the Royal Statistical Society, Series B 52 : 105 – 124 .
  • Hosking , J. R. M. , Wallis , J. R. , Wood , E. F. ( 1985 ). Estimation of the generalized extreme-value distribution by the method of probability-weighted moments . Technometrics 27 : 251 – 261 .
  • Ihaka , R. , Gentleman , R. ( 1996 ). R: A language for data analysis and graphics . Journal of Computational and Graphical Statistics 5 : 299 – 314 .
  • Withers , C. S. ( 1992 ). An examination of the extremes of selected NZ rainfall and runoff records for evidence of trend . Industrial Research Limited Report, Lower Hutt, New Zealand .

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