A matrix formula for the skewness of maximum likelihood estimators

DOI10.1016/J.SPL.2010.12.009MaRDI QIDQ631566zbMATH OpenOpenAlexFDO

Authors Alexandre G. Patriota, Gauss M. Cordeiro

Publication date 14 March 2011

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.spl.2010.12.009

zbMATH Keywords

asymptotic expansionmatrix operationmaximum likelihood estimatorskewness

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

• A heteroscedastic structural errors-in-variables model with equation error
• Asymptotic skewness and the distribution of maximum likelihood esimators
• Asymptotic Skewness in Exponential Family Nonlinear Models
• Bias correction in a multivariate normal regression model with general parameterization
• Exponential family nonlinear models
• scientific article; zbMATH DE number 45532 (Why is no real title available?)
• scientific article; zbMATH DE number 52749 (Why is no real title available?)
• scientific article; zbMATH DE number 3522963 (Why is no real title available?)
• Influence diagnostics in a multivariate normal regression model with general parameterization
• Skewness and kurtosis for maximum likelihood estimator in one-parameter exponential family models
• SKEWNESS FOR PARAMETERS IN GENERALIZED LINEAR MODELS
• The asymptotic variance and skewness of maximum likelihood estimators using Maple

Cited in

(8)

• Skewness and kurtosis for maximum likelihood estimator in one-parameter exponential family models
• Linear transformations to symmetry
• A general expression for second-order covariance matrices -- an application to dispersion models
• Asymptotic skewness for the beta regression model
• The asymptotic variance and skewness of maximum likelihood estimators using Maple
• scientific article; zbMATH DE number 5762981 (Why is no real title available?)
• Skewness of maximum likelihood estimators in the varying dispersion beta regression model
• Inferential and predictive procedures for inverse gamma regression model

Describes a project that uses

Uses Software

• R

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