A general expression for second-order covariance matrices -- an application to dispersion models
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Publication:2233637
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Cites work
- A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
- A matrix formula for the skewness of maximum likelihood estimators
- Applied statistics. Theory and problem solutions with R
- Bartlett-type corrections for some score tests in proper dispersion models
- Bias correction in ARMA models
- Bias-corrected estimators for dispersion models with dispersion covariates
- Corrigendum to: ``Covariance matrix formula for generalized linear models with unknown dispersion
- Covariance matrix formula for Birnbaum-Saunders regression models
- Covariance Matrix Formula for Exponential Family Nonlinear Models
- Covariance Matrix Formula for Generalized Linear Models with Unknown Dispersion
- Covariance matrix of the bias-corrected maximum likelihood estimator in generalized linear models
- General matrix formulae for computing Bartlett corrections
- scientific article; zbMATH DE number 4082773 (Why is no real title available?)
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- Improved inference in dispersion models
- Improved Likelihood Ratio Tests for Dispersion Models
- Local power and size properties of the LR, Wald, score and gradient tests in dispersion models
- Mean and median bias reduction in generalized linear models
- Second-order asymptotic expressions for the covariance matrix of maximum likelihood estimators in dispersion models
- Second-order covariance matrix formula for heteroskedastic generalized linear models
- Skewness of maximum likelihood estimators in dispersion models
- Tests of Statistical Hypotheses Concerning Several Parameters When the Number of Observations is Large
Cited in
(7)- Improved point estimation for inverse gamma regression models
- Covariance Matrix Formula for Generalized Linear Models with Unknown Dispersion
- Improved gradient statistic in heteroskedastic generalized linear models
- Higher order asymptotic refinements in Bell regressions
- Bartlett-type correction for testing homogeneity of inverse Gaussian means
- Covariance matrix of the bias-corrected maximum likelihood estimator in generalized linear models
- Second-order asymptotic expressions for the covariance matrix of maximum likelihood estimators in dispersion models
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