Covariance matrix of the bias-corrected maximum likelihood estimator in generalized linear models
DOI10.1007/S00362-013-0514-1zbMATH Open1297.62164OpenAlexW2044417056MaRDI QIDQ744795FDOQ744795
Denise A. Botter, Lúcia P. Barroso, Alexsandro B. Cavalcanti, Gauss M. Cordeiro
Publication date: 26 September 2014
Published in: Statistical Papers (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00362-013-0514-1
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Cites Work
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- Inflated beta distributions
- Multivariate statistical modelling based on generalized linear models. With contributions by Wolfgang Hennevogl
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- Three Bartlett-type corrections for score statistics in symmetric nonlinear regression models
- Second- and third-order bias reduction for one-parameter family models
- Second-order covariance matrix of maximum likelihood estimates in generalized linear models.
Cited In (4)
- A general expression for second-order covariance matrices -- an application to dispersion models
- Second-order covariance matrix of maximum likelihood estimates in generalized linear models.
- Maximum likelihood estimation of generalised linear models for multivariate normal covariance matrix
- The Asymptotic Covariance Matrix of the Maximum Likelihood Parameter Estimator in Conditional Poisson Log-linear Models
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