Rocha, Andréa V.; Simas, Alexandre B.; Cordeiro, Gauss M. - In: Statistics & Probability Letters 80 (2010) 7-8, pp. 718-725
For the first time, we give an asymptotic formula of order n-2, where n is the sample size, for the covariance matrix of the maximum likelihood estimators of the regression parameters in regular dispersion models. The covariance matrix formula does not involve cumulants of log-likelihood...