A general expression for second-order covariance matrices -- an application to dispersion models

DOI10.1214/20-BJPS489zbMath1476.62109MaRDI QIDQ2233637

Mônica C. Sandoval, Denise A. Botter, Tiago M. Magalhães

Publication date: 11 October 2021

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

zbMATH Keywords

covariance matrixWald testdispersion modelsbias estimator

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Hypothesis testing in multivariate analysis (62H15)

Related Items (2)

Improved gradient statistic in heteroskedastic generalized linear models ⋮ Improved point estimation for inverse gamma regression models

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• Covariance Matrix Formula for Generalized Linear Models with Unknown Dispersion
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• Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large

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