Skewness of maximum likelihood estimators in dispersion models

DOI10.1016/j.jspi.2010.02.007zbMath1259.62007arXiv1001.2187MaRDI 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

zbMATH Keywords

nonlinear models

Mathematics Subject Classification ID

62F10: Point estimation

62J12: Generalized linear models (logistic models)

62J02: General nonlinear regression

Related Items

Bias-corrected estimators for dispersion models with dispersion covariates, Second-order asymptotic expressions for the covariance matrix of maximum likelihood estimators in dispersion models, Local power and size properties of the LR, Wald, score and gradient tests in dispersion models, Asymptotic skewness for the beta regression model

Cites Work

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