Second-order covariance matrix of maximum likelihood estimates in generalized linear models
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- Rocha, Andréa V. & Simas, Alexandre B. & Cordeiro, Gauss M., 2010. "Second-order asymptotic expressions for the covariance matrix of maximum likelihood estimators in dispersion models," Statistics & Probability Letters, Elsevier, vol. 80(7-8), pages 718-725, April.
- Gauss Cordeiro & Denise Botter & Alexsandro Cavalcanti & Lúcia Barroso, 2014. "Covariance matrix of the bias-corrected maximum likelihood estimator in generalized linear models," Statistical Papers, Springer, vol. 55(3), pages 643-652, August.
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Keywords
Asymptotic Expansion Canonical Model Link function Precision parameter Variance function;Statistics
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