A matrix formula for the skewness of maximum likelihood estimators
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Publication:631566
DOI10.1016/j.spl.2010.12.009zbMath1207.62125OpenAlexW2021965953MaRDI QIDQ631566
Gauss M. Cordeiro, Alexandre G. Patriota
Publication date: 14 March 2011
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2010.12.009
Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20)
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Skewness of maximum likelihood estimators in the varying dispersion beta regression model ⋮ Asymptotic skewness for the beta regression model ⋮ A general expression for second-order covariance matrices -- an application to dispersion models ⋮ Linear transformations to symmetry
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