Second-order asymptotic expressions for the covariance matrix of maximum likelihood estimators in dispersion models

DOI10.1016/j.spl.2009.12.030zbMath1185.62102MaRDI QIDQ962033

Andréa V. Rocha, Gauss M. Cordeiro, Alexandre B. Simas

Publication date: 1 April 2010

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

Full work available at URL: https://doi.org/10.1016/j.spl.2009.12.030

Mathematics Subject Classification ID

62H12: Estimation in multivariate analysis

62E20: Asymptotic distribution theory in statistics

62J12: Generalized linear models (logistic models)

Related Items

Bias-corrected estimators for dispersion models with dispersion covariates, Skewness of maximum likelihood estimators in dispersion models, Improved inference in dispersion models, Local power and size properties of the LR, Wald, score and gradient tests in dispersion models

Cites Work

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