Skewness of maximum likelihood estimators in dispersion models

DOI10.1016/J.JSPI.2010.02.007zbMath1259.62007arXiv1001.2187OpenAlexW2156249957MaRDI QIDQ963905

Andréa V. Rocha, Alexandre B. Simas

Publication date: 14 April 2010

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1001.2187

zbMATH Keywords

nonlinear models

Mathematics Subject Classification ID

Point estimation (62F10) Generalized linear models (logistic models) (62J12) General nonlinear regression (62J02)

Related Items (6)

Local power and size properties of the LR, Wald, score and gradient tests in dispersion models ⋮ 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 ⋮ Second-order asymptotic expressions for the covariance matrix of maximum likelihood estimators in dispersion models ⋮ Bias-corrected estimators for dispersion models with dispersion covariates

Cites Work

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• Exponential family nonlinear models
• Bias correction for exponential family nonlinear modles
• Statistical Analysis of Circular Data
• Asymptotic Skewness in Exponential Family Nonlinear Models
• Adjusted Pearson residuals in exponential family nonlinear models
• Improved likelihood ratio statistics for exponential family nonlinear models
• Asymptotic skewness and the distribution of maximum likelihood esimators
• SKEWNESS FOR PARAMETERS IN GENERALIZED LINEAR MODELS
• Improved Likelihood Ratio Tests for Dispersion Models
• Asymptotic Tail Properties of the Distributions in the Class of Dispersion Models

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