Asymptotic skewness and the distribution of maximum likelihood esimators

DOI10.1080/03610929808832252zbMATH Open0920.62030OpenAlexW2060800594MaRDI QIDQ4223797FDOQ4223797

Authors: K. O. Bowman, L. R. Shenton 

Publication date: 21 September 1999

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

Full work available at URL: https://doi.org/10.1080/03610929808832252

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zbMATH Keywords

kurtosismoment estimatorsasymptotic covariancesextended Taylor seriescovariance matrix elements

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20)

Cites Work

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• Properties of estimators for the gamma distribution
• The approximate distribution of four moment statistics from type III distributions
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• Modified maximum likelihood estimator under the Jones and Faddy's skew t-error distribution for censored regression model
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• Asymptotic Skewness in Exponential Family Nonlinear Models
• The asymptotic variance and skewness of maximum likelihood estimators using Maple
• Bias and skewness in a general extreme-value regression model
• The asymptotic kurtosis for maximum likelihood estimators
• Skewness of maximum likelihood estimators in dispersion models
• Some asymptotic inferential aspects of the Kumaraswamy distribution
• Asymptotic skewness in Birnbaum-Saunders nonlinear regression models
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• SKEWNESS FOR PARAMETERS IN GENERALIZED LINEAR MODELS
• Skewness for maximum likelihood estimators of the negative binomial distribution
• Allowance for skewness in maximum-likelihood estimation with application to the location-scale model
• Skew shape asymptotics, a case-based introduction
• Skewness of maximum likelihood estimators in the varying dispersion beta regression model
• Weibull distributions when the shape parameter is defined.
• A matrix formula for the skewness of maximum likelihood estimators
• On skewness and kurtosis of econometric estimators
• Bias, variance, skewness and kurtosis of maximum likelihood estimators using Maple
• Large sample statistical inference for skew-symmetric families on the real line
• A note on bias reduction of maximum likelihood estimates for the scalar skew \(t\) distribution
• Skewness and kurtosis for maximum likelihood estimator in one-parameter exponential family models
• Estimation problems associated with the three parameter gamma distribution
• Comparing the linear and quadratic discriminant analysis of diabetes disease classification based on data multicollinearity
• Binomial and Poisson mixtures, maximum likelihood, and Maple code
• The asymptotic moment profile and maximum likelihood: Applications to gamma and gamma ratio densities
• Higher order asymptotic refinements in Bell regressions

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