Asymptotic skewness and the distribution of maximum likelihood esimators

DOI10.1080/03610929808832252MaRDI QIDQ4223797zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 194371 (Why is no real title available?)
• scientific article; zbMATH DE number 3057662 (Why is no real title available?)
• Properties of estimators for the gamma distribution
• The approximate distribution of four moment statistics from type III distributions

Cited in

(30)

• The asymptotic distributions of the statistics of the skew elliptical variables
• Asymptotic skewness for the beta regression model
• A generalized skewness statistic for stationary ergodic martingale differences
• A note on the asymptotic distribution of the maximum likelihood estimator for the scalar skew-normal distribution
• Modified maximum likelihood estimator under the Jones and Faddy's skew t-error distribution for censored regression model
• Bias and skewness in a general extreme-value regression model
• Asymptotic Skewness in Exponential Family Nonlinear Models
• Skewness of maximum likelihood estimators in dispersion models
• The asymptotic variance and skewness of maximum likelihood estimators using Maple
• The asymptotic kurtosis for maximum likelihood estimators
• Some asymptotic inferential aspects of the Kumaraswamy distribution
• Asymptotic skewness in Birnbaum-Saunders nonlinear regression models
• scientific article; zbMATH DE number 5762981 (Why is no real title available?)
• 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
• A matrix formula for the skewness of maximum likelihood estimators
• Weibull distributions when the shape parameter is defined.
• On skewness and kurtosis of econometric estimators
• A note on bias reduction of maximum likelihood estimates for the scalar skew t distribution
• Large sample statistical inference for skew-symmetric families on the real line
• Bias, variance, skewness and kurtosis of maximum likelihood estimators using Maple
• Skewness and kurtosis for maximum likelihood estimator in one-parameter exponential family models
• Comparing the linear and quadratic discriminant analysis of diabetes disease classification based on data multicollinearity
• Estimation problems associated with the three parameter gamma distribution
• 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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