Abstract
In this paper we introduce a general extreme-value regression model and derive Cox and Snell s (1968) general formulae for second-order biases of maximum likelihood estimates (MLEs) of the parameters We obtain formulae which can be computed by means of weighted linear regressions Furthermore we give the skewness of order n(-1/2) of the maximum likelihood estimators of the parameters by using Bowman and Shenton s(1988) formula A simulation study with results obtained with the use of Cox and Snell s (1968) formulae is discussed Practical uses of this model and of the derived formulae for bias correction are also presented (C) 2010 Elsevier B V All rights reserved