Second-order asymptotic expressions for the covariance matrix of maximum likelihood estimators in dispersion models

DOI10.1016/j.spl.2009.12.030zbMath1185.62102OpenAlexW2073710976MaRDI QIDQ962033

Andréa V. Rocha, Gauss M. Cordeiro, Alexandre B. Simas

Publication date: 1 April 2010

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2009.12.030

Mathematics Subject Classification ID

Related Items (6)

Local power and size properties of the LR, Wald, score and gradient tests in dispersion models ⋮ Covariance matrix of maximum likelihood estimators in censored exponential regression models ⋮ A general expression for second-order covariance matrices -- an application to dispersion models ⋮ Skewness of maximum likelihood estimators in dispersion models ⋮ Bias-corrected estimators for dispersion models with dispersion covariates ⋮ Improved inference in dispersion models

Cites Work

• Bias-corrected estimators for dispersion models with dispersion covariates
• Skewness of maximum likelihood estimators in dispersion models
• Exponential family nonlinear models
• Second-order covariance matrix of maximum likelihood estimates in generalized linear models.
• Bias correction for exponential family nonlinear modles
• Statistical Analysis of Circular Data
• Covariance Matrix Formula for Exponential Family Nonlinear Models
• Adjusted Pearson residuals in exponential family nonlinear models
• Improved likelihood ratio statistics for exponential family nonlinear models
• SKEWNESS FOR PARAMETERS IN GENERALIZED LINEAR MODELS
• Asymptotic Tail Properties of the Distributions in the Class of Dispersion Models
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