A general expression for second-order covariance matrices -- an application to dispersion models (Q2233637): Difference between revisions

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-Tiago M. Magalhães
@@ Property / author: Tiago M. Magalhães / rank @@
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@@ Property / author: Tiago M. Magalhães / rank @@
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+Second-Order Covariance Matrix Formula for Heteroskedastic Generalized Linear Models
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+General matrix formulae for computing Bartlett corrections
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+Covariance Matrix Formula for Generalized Linear Models with Unknown Dispersion
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+Covariance matrix of the bias-corrected maximum likelihood estimator in generalized linear models
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+Bartlett-type corrections for some score tests in proper dispersion models
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+Bias correction in ARMA models
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+A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
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+Covariance matrix formula for Birnbaum–Saunders regression models
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+Local power and size properties of the LR, Wald, score and gradient tests in dispersion models
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+Corrigendum to: “Covariance matrix formula for generalized linear models with unknown dispersion” by G. M. Cordeiro, L. P. Barroso, and D. A. Botter [Communications in Statistics—Theory and Methods (2006) 35(1), 113–120]
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+Second-order asymptotic expressions for the covariance matrix of maximum likelihood estimators in dispersion models
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