Pages that link to "Item:Q962033"
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The following pages link to Second-order asymptotic expressions for the covariance matrix of maximum likelihood estimators in dispersion models (Q962033):
Displaying 11 items.
- Bias-corrected estimators for dispersion models with dispersion covariates (Q546084) (← links)
- Skewness of maximum likelihood estimators in dispersion models (Q963905) (← links)
- Second-order covariance matrix of maximum likelihood estimates in generalized linear models. (Q1423028) (← links)
- A general expression for second-order covariance matrices -- an application to dispersion models (Q2233637) (← links)
- Improved inference in dispersion models (Q2294761) (← links)
- Local power and size properties of the LR, Wald, score and gradient tests in dispersion models (Q2361164) (← links)
- Exponential dispersion models: second-order minimax estimation of the mean for unknown dispersion parameter (Q2500643) (← links)
- Second-Order Covariance Matrix Formula for Heteroskedastic Generalized Linear Models (Q4929214) (← links)
- Covariance matrix of maximum likelihood estimators in censored exponential regression models (Q5079898) (← links)
- Covariance Matrix Formula for Generalized Linear Models with Unknown Dispersion (Q5201477) (← links)
- Second-order minimax estimation of the mean value for exponential dispersion models (Q5950621) (← links)
