Skewness of maximum likelihood estimators in dispersion models
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Publication:963905
DOI10.1016/j.jspi.2010.02.007zbMath1259.62007arXiv1001.2187OpenAlexW2156249957MaRDI QIDQ963905
Andréa V. Rocha, Alexandre B. Simas, Gauss M. Cordeiro
Publication date: 14 April 2010
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1001.2187
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Related Items (6)
Local power and size properties of the LR, Wald, score and gradient tests in dispersion models ⋮ Skewness of maximum likelihood estimators in the varying dispersion beta regression model ⋮ Asymptotic skewness for the beta regression model ⋮ A general expression for second-order covariance matrices -- an application to dispersion models ⋮ Second-order asymptotic expressions for the covariance matrix of maximum likelihood estimators in dispersion models ⋮ Bias-corrected estimators for dispersion models with dispersion covariates
Cites Work
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- Bias-corrected estimators for dispersion models with dispersion covariates
- Second-order asymptotic expressions for the covariance matrix of maximum likelihood estimators in dispersion models
- Exponential family nonlinear models
- Bias correction for exponential family nonlinear modles
- Statistical Analysis of Circular Data
- Asymptotic Skewness in Exponential Family Nonlinear Models
- Adjusted Pearson residuals in exponential family nonlinear models
- Improved likelihood ratio statistics for exponential family nonlinear models
- Asymptotic skewness and the distribution of maximum likelihood esimators
- SKEWNESS FOR PARAMETERS IN GENERALIZED LINEAR MODELS
- Improved Likelihood Ratio Tests for Dispersion Models
- Asymptotic Tail Properties of the Distributions in the Class of Dispersion Models
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