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Testing for Varying Dispersion in Exponential Family Nonlinear Models

Bo-Cheng Wei, Jian-Qing Shi, Wing-Kam Fung and Yue-Qing Hu

Annals of the Institute of Statistical Mathematics, 1998, vol. 50, issue 2, 277-294

Keywords: Adjusted profile likelihood; exponential family non-linear models; gamma model; inverse Gaussian model; score statistic; simulation study; varying dispersion (search for similar items in EconPapers)
Date: 1998
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Citations: View citations in EconPapers (24)

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DOI: 10.1023/A:1003491131768

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