Covariance matrix of maximum likelihood estimators in censored exponential regression models

DOI10.1080/03610926.2020.1767142OpenAlexW3032073372MaRDI QIDQ5079898

Artur J. Lemonte

Publication date: 30 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2020.1767142

zbMATH Keywords

asymptotic expansionWald testexponential modelscensored sample

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• Ox
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Cites Work

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• Second-order asymptotic expressions for the covariance matrix of maximum likelihood estimators in dispersion models
• Second-order covariance matrix of maximum likelihood estimates in generalized linear models.
• Corrected score tests for exponential censored data
• Covariance matrix formula for Birnbaum–Saunders regression models
• Covariance Matrix Formula for Exponential Family Nonlinear Models
• Theory for Optimum Accelerated Censored Life Tests for Weibull and Extreme Value Distributions
• Improved likelihood ratio tests for exponential censored data
• Tree‐Structured Exponential Regression Modeling
• Second-Order Covariance Matrix Formula for Heteroskedastic Generalized Linear Models
• Covariance Matrix Formula for Generalized Linear Models with Unknown Dispersion
• Exponential survivals with censoring and explanatory variables

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