Covariance Matrix Formula for Exponential Family Nonlinear Models

DOI10.1080/03610920802040407zbMath1147.62059OpenAlexW1996915583MaRDI QIDQ3532759

Rosângela Getirana Santana

Publication date: 28 October 2008

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920802040407

zbMATH Keywords

covariance matrixmaximum likelihood estimatorexponential family

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12)

Related Items (5)

Covariance matrix of maximum likelihood estimators in censored exponential regression models ⋮ Local power of some tests in exponential family nonlinear models ⋮ 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 ⋮ Covariance matrix formula for Birnbaum–Saunders regression models

Cites Work

• Unnamed Item
• Exponential family nonlinear models
• Second-order covariance matrix of maximum likelihood estimates in generalized linear models.
• Bias correction for exponential family nonlinear modles
• Improved likelihood ratio statistics for exponential family nonlinear models

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