Asymptotic Skewness in Exponential Family Nonlinear Models

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 parameters in exponencial family nonlinear models. We generalize the result by Cordeiro and Cordeiro ( 2001). 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.

CAPES/Brazil

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

FAPESP/Brazil

CNPq/Brazil

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)