کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1149221 957867 2010 11 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Skewness of maximum likelihood estimators in dispersion models
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Skewness of maximum likelihood estimators in dispersion models
چکیده انگلیسی
We introduce the dispersion models with a regression structure to extend the generalized linear models, the exponential family nonlinear models (Cordeiro and Paula, 1989) and the proper dispersion models (Jørgensen, 1997a). We provide a matrix expression for the skewness of the maximum likelihood estimators of the regression parameters in dispersion models. The formula is suitable for computer implementation and can be applied for several important submodels discussed in the literature. Expressions for the skewness of the maximum likelihood estimators of the precision and dispersion parameters are also derived. In particular, our results extend previous formulas obtained by Cordeiro and Cordeiro (2001) and Cavalcanti et al. (2009). A simulation study is performed to show the practice importance of our results.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 140, Issue 7, July 2010, Pages 2111-2121
نویسندگان
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