Corrected maximum-likelihood estimation in a class of symmetric nonlinear regression models

DOI10.1016/S0167-7152(99)00118-2zbMath1060.62526MaRDI QIDQ1970825

Klaus L. P. Vasconcellos, Silvia L. P. Ferrari, Miguel A. Uribe-Opazo

Publication date: 2000

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Bias correctionNonlinear regressionMaximum-likelihood estimateSymmetric distributiont distribution

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) General nonlinear regression (62J02)

Related Items (21)

Log-symmetric distributions: statistical properties and parameter estimation ⋮ Improved point estimation for the Kumaraswamy distribution ⋮ On improved estimation in multivariate Dirichlet regressions ⋮ Improved heteroskedasticity likelihood ratio tests in symmetric nonlinear regression models ⋮ Improved estimation for a new class of parametric link functions in binary regression ⋮ Local power properties of some asymptotic tests in symmetric linear regression models ⋮ Three Bartlett-type corrections for score statistics in symmetric nonlinear regression models ⋮ A nonlinear regression model with skew-normal errors ⋮ Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors ⋮ Corrected maximum likelihood estimators in heteroscedastic symmetric nonlinear models ⋮ Bias Correction in the Type I Generalized Logistic Distribution ⋮ Improved estimation in a general multivariate elliptical model ⋮ Residuals and their statistical properties in symmetrical nonlinear models ⋮ Birnbaum-Saunders nonlinear regression models ⋮ Assessment of diagnostic procedures in symmetrical nonlinear regression models ⋮ On diagnostics in symmetrical nonlinear models ⋮ Bias correction in a multivariate normal regression model with general parameterization ⋮ Generalized Weibull Linear Models ⋮ Some Second-Order Asymptotics for Extreme Value Linear Regression Models ⋮ Improved maximum-likelihood estimation in a regression model with general parametrization ⋮ Bias-Corrected Maximum Likelihood Estimators in Nonlinear Heteroscedastic Models

Uses Software

• Mathematica

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