Asymptotic Skewness in Exponential Family Nonlinear Models |
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| Authors: | Alexsandro B Cavalcanti Gauss M Cordeiro Lúcia P Barroso |
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| Institution: | 1. Departamento de Matemática e Estatística , Universidade Federal de Campina Grande , Paraíba , Brazil;2. Departamento de Estatística e Informática , Universidade Federal Rural de Pernambuco , Pernambuco , Brazil;3. Instituto de Matemática e Estatística , Universidade de S?o Paulo , S?o Paulo , Brazil |
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| Abstract: | In this article, we give an asymptotic formula of order n ?1/2, where n is the sample size, for the skewness of the distributions of the maximum likelihood estimates of the pa-ra-meters in exponencial family nonlinear models. We generalize the result by Cordeiro and Cordeiro (2001
Cordeiro , H. H. ,
Cordeiro , G. M. ( 2001 ). Skewness for parameters in generalized linear models . Commun. Statist. Theor. Meth. 30 : 1317 – 1334 .Taylor & Francis Online], Web of Science ®] , Google Scholar]). The formula is given in matrix notation and is very suitable for computer implementation and to obtain closed form expressions for a great variety of models. Some special cases and two applications are discussed. |
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| Keywords: | Asymptotic expansion Exponencial family Maximum likelihood estimate Non-linear model Skewness |
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