A matrix formula for the skewness of maximum likelihood estimators

DOI10.1016/j.spl.2010.12.009zbMath1207.62125MaRDI QIDQ631566

Gauss M. Cordeiro, Alexandre G. Patriota

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 expansion; maximum likelihood estimator; skewness; matrix operation

Mathematics Subject Classification ID

62H10: Multivariate distribution of statistics

62H12: Estimation in multivariate analysis

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62E20: Asymptotic distribution theory in statistics

Related Items

Linear transformations to symmetry, Asymptotic skewness for the beta regression model

Uses Software

• R

Cites Work

• A heteroscedastic structural errors-in-variables model with equation error
• Influence diagnostics in a multivariate normal regression model with general parameterization
• Exponential family nonlinear models
• Skewness and kurtosis for maximum likelihood estimator in one-parameter exponential family models
• Bias correction in a multivariate normal regression model with general parameterization
• Asymptotic Skewness in Exponential Family Nonlinear Models
• The asymptotic variance and skewness of maximum likelihood estimators using Maple
• Asymptotic skewness and the distribution of maximum likelihood esimators
• SKEWNESS FOR PARAMETERS IN GENERALIZED LINEAR MODELS
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