Bias corrected estimates in multivariate student t regression models

DOI10.1080/03610920008832516zbMath0993.62047OpenAlexW2020627815MaRDI QIDQ4550610

Klaus L. P. Vasconcellos

Publication date: 24 September 2002

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920008832516

zbMATH Keywords

maximum likelihood estimationbias correctionmultivariate Student \(t\) distributionlog-likelihood derivatives

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) General nonlinear regression (62J02)

Related Items (9)

A third-order bias corrected estimate in generalized linear models ⋮ On improved estimation in multivariate Dirichlet regressions ⋮ Improved estimation for a new class of parametric link functions in binary regression ⋮ Bias and skewness in a general extreme-value regression model ⋮ Improved estimation in a general multivariate elliptical model ⋮ Bias correction in a multivariate normal regression model with general parameterization ⋮ Corrected estimates for Studenttregression models with unknown degrees of freedom ⋮ Improved maximum-likelihood estimation in a regression model with general parametrization ⋮ Bias-Corrected Maximum Likelihood Estimators in Nonlinear Heteroscedastic Models

Uses Software

• Mathematica

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• General matrix formulae for computing Bartlett corrections
• Bias correction in ARMA models
• Bias correction for a class of multivariate nonlinear regression models
• Approximation Theorems of Mathematical Statistics
• Estimation of the parameters of a regression model with a multivariate t error variable
• Bias Correction for a Generalized Log-Gamma Regression Model
• Bias in nonlinear regression
• The Elimination Matrix: Some Lemmas and Applications
• Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
• on the second-order bias of parameter estimates in nonlinear regression models with studentterrors

This page was built for publication: Bias corrected estimates in multivariate student t regression models