Pages that link to "Item:Q962033"
From MaRDI portal
The following pages link to Second-order asymptotic expressions for the covariance matrix of maximum likelihood estimators in dispersion models (Q962033):
Displaying 6 items.
- Bias-corrected estimators for dispersion models with dispersion covariates (Q546084) (← links)
- Skewness of maximum likelihood estimators in dispersion models (Q963905) (← links)
- A general expression for second-order covariance matrices -- an application to dispersion models (Q2233637) (← links)
- Improved inference in dispersion models (Q2294761) (← links)
- Local power and size properties of the LR, Wald, score and gradient tests in dispersion models (Q2361164) (← links)
- Covariance matrix of maximum likelihood estimators in censored exponential regression models (Q5079898) (← links)
