Asymptotic Tail Properties of the Distributions in the Class of Dispersion Models

DOI10.1137/S0040585X97985741zbMath1411.60024arXiv0809.1840MaRDI QIDQ4907618

Gauss M. Cordeiro, Alexandre B. Simas, Saralees Nadarajah

Publication date: 4 February 2013

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0809.1840

zbMATH Keywords

dispersion models

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Probability distributions: general theory (60E05)

Related Items (4)

Second-order asymptotic expressions for the covariance matrix of maximum likelihood estimators in dispersion models ⋮ Skewness of maximum likelihood estimators in dispersion models ⋮ Bias-corrected estimators for dispersion models with dispersion covariates ⋮ Improved inference in dispersion models

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