Second-order asymptotic expressions for the covariance matrix of maximum likelihood estimators in dispersion models
DOI10.1016/J.SPL.2009.12.030zbMATH Open1185.62102OpenAlexW2073710976MaRDI QIDQ962033FDOQ962033
Authors: Andréa V. Rocha, Alexandre B. Simas, Gauss M. Cordeiro 
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
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- Covariance Matrix Formula for Exponential Family Nonlinear Models
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- Second-order covariance matrix of maximum likelihood estimates in generalized linear models.
Cited In (13)
- Bias-corrected estimators for dispersion models with dispersion covariates
- A general expression for second-order covariance matrices -- an application to dispersion models
- Skewness of maximum likelihood estimators in dispersion models
- Second-order minimax estimation of the mean value for exponential dispersion models
- Second-order covariance matrix formula for heteroskedastic generalized linear models
- Covariance matrix formula for Birnbaum-Saunders regression models
- Local power and size properties of the LR, Wald, score and gradient tests in dispersion models
- Exponential dispersion models: second-order minimax estimation of the mean for unknown dispersion parameter
- Second-order covariance matrix of maximum likelihood estimates in generalized linear models.
- Improved inference in dispersion models
- Covariance Matrix Formula for Generalized Linear Models with Unknown Dispersion
- Title not available (Why is that?)
- Covariance matrix of maximum likelihood estimators in censored exponential regression models
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