Corrected Estimators in Extended Quasi-Likelihood Models
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Publication:3499074
DOI10.1080/03610920701528619zbMath1135.62317OpenAlexW2055625914MaRDI QIDQ3499074
Gauss M. Cordeiro, Clarice Garcia Borges Demétrio
Publication date: 19 May 2008
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920701528619
Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02) Monte Carlo methods (65C05)
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Cites Work
- Bias correction in ARMA models
- Second-order biases of maximum likelihood estimates in overdispersed generalized linear models
- An extension of quasi-likelihood estimation
- Bartlett corrections and bias correction for two heteroscedastic regression models
- An extended quasi-likelihood function
- Improved estimators for generalized linear models with dispersion covariates
- The robustness of the quasilikelihood estimator
- Generalized Linear Models with Random Effects