Covariance Matrix Formula for Generalized Linear Models with Unknown Dispersion
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Publication:5201477
DOI10.1080/03610920500439687zbMath1084.62062OpenAlexW1989962512MaRDI QIDQ5201477
Lúcia P. Barroso, Denise A. Botter, Gauss M. Cordeiro
Publication date: 19 April 2006
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920500439687
covariance matrixmaximum likelihood estimategeneralized linear modeldispersion parametercanonical modelprecision parameter
Multivariate distribution of statistics (62H10) Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12)
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