Chan, P.S.; Ng, H.K.T.; Balakrishnan, N.; Zhou, Q. - In: Computational Statistics & Data Analysis 52 (2008) 8, pp. 4040-4058
Inference for the extreme-value regression model under Type-II censoring is discussed. The likelihood function and the score functions of the unknown parameters are presented. The asymptotic variance-covariance matrix is derived through the inverse of the expected Fisher information matrix....