Trace of the Variance-Covariance Matrix in Natural Exponential Families

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Communications in Statistics: Theory and Methods, Vol. 44, Iss. 6, 2015-03 ,pp. : 1241-1254

Taylor & Francis Ltd

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Asymptotic Properties and Variance Estimators of the M-quantile Regression Coefficients Estimators

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The asymptotic variance and skewness of maximum likelihood estimators using Maple†

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Numerical evaluation of tests based on different heteroskedasticity-consistent covariance matrix estimators

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Two kinds of variance/covariance estimates in linear mixed models

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Metrika, Vol. 76, Iss. 3, 2013-04 ,pp. : 303-324

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