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Details for article 4 of 9 found articles
| Title: |
Covariance Matrix Formula for Exponential Family Nonlinear Models |
| Author: |
Cordeiro, Gauss M. Santana, Rosangela G. |
| Appeared in: |
Communications in statistics |
| Paging: | Volume 37 (2008) nr. 17 pages 2724-2734 |
| Year: |
2008-01 |
| Contents: |
This article gives a matrix formula for second-order covariances of maximum likelihood estimators in exponential family nonlinear models, thus generalizing the result of Cordeiro (2004) valid for generalized linear models with known dispersion parameter. Some simulations show that the second-order covariances for exponential family nonlinear models can be quite pronounced in small to moderate sample sizes. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 4 of 9 found articles
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