A matrix formula for the skewness of maximum likelihood estimators
type: Item
instance of: scholarly article
title: A matrix formula for the skewness of maximum likelihood estimators
zbMATH Open document ID: 1207.62125
author: Alexandre G. Patriota
author: Gauss M. Cordeiro
published in: Statistics \& Probability Letters
publication date: 2011-03-14T00:00:00Z
Mathematics Subject Classification ID: 62H12
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62H10
Mathematics Subject Classification ID: 62E20
zbMATH DE Number: 5865425
zbMATH Keywords: asymptotic expansion
zbMATH Keywords: matrix operation
zbMATH Keywords: maximum likelihood estimator
zbMATH Keywords: skewness
describes a project that uses: R
MaRDI profile type: Publication
full work available at URL: j.spl.2010.12.009
OpenAlex ID: W2021965953
cites work: Q3995960
cites work: Asymptotic skewness and the distribution of maximum likelihood esimators
cites work: The asymptotic variance and skewness of maximum likelihood estimators using Maple
cites work: Asymptotic Skewness in Exponential Family Nonlinear Models
cites work: SKEWNESS FOR PARAMETERS IN GENERALIZED LINEAR MODELS
cites work: Q4101268
cites work: Skewness and kurtosis for maximum likelihood estimator in one-parameter exponential family models
cites work: Q4003037
cites work: Bias correction in a multivariate normal regression model with general parameterization
cites work: A heteroscedastic structural errors-in-variables model with equation error
cites work: Influence diagnostics in a multivariate normal regression model with general parameterization
cites work: Exponential family nonlinear models
DOI: 10.1016/J.SPL.2010.12.009
description: scientific article; zbMATH DE number 5865425