Bias reduction of maximum likelihood estimates for a modified skew-normal distribution

DOI10.1080/00949655.2016.1143471OpenAlexW2405360351MaRDI QIDQ5221509

Jaime Arrue, Héctor W. Gómez, Reinaldo B. Arellano-Valle

Publication date: 1 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2016.1143471

zbMATH Keywords

monotone likelihoodmodified likelihoodbias preventionmodified scoremodified skew-normalnon-singular information matrix

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (7)

On the modified skew-normal-Cauchy distribution: properties, inference and applications ⋮ Bias prevention of maximum likelihood estimates for skew-normal-Cauchy distribution ⋮ Bias reduction for standard and extreme estimates ⋮ Estimation and diagnostic analysis in skew-generalized-normal regression models ⋮ Efficient closed-form maximum a posteriori estimators for the gamma distribution ⋮ A new general asymptotic formula for the Mills' ratio of the skew-generalized normal distribution ⋮ On a new type of Birnbaum-Saunders models and its inference and application to fatigue data

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