Corrected estimates for Studenttregression models with unknown degrees of freedom

DOI10.1080/00949650412331270888zbMath1065.62030OpenAlexW2169840969MaRDI QIDQ5460689

Sydney Gomes da Silva, Klaus L. P. Vasconcellos

Publication date: 18 July 2005

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

Full work available at URL: https://doi.org/10.1080/00949650412331270888

zbMATH Keywords

maximum likelihood estimationsimulationsbias correctionstudent-\(t\) regression modelunknown degrees of freedom

Mathematics Subject Classification ID

Point estimation (62F10) General nonlinear regression (62J02)

Related Items (8)

Improved point estimation for the Kumaraswamy distribution ⋮ On parameter orthogonality in symmetric and skew models ⋮ Nearly unbiased estimation in a biparametric exponential family ⋮ Corrected maximum likelihood estimators in heteroscedastic symmetric nonlinear models ⋮ Birnbaum-Saunders nonlinear regression models ⋮ Generalized Weibull Linear Models ⋮ Improved maximum-likelihood estimation in a regression model with general parametrization ⋮ Bias-Corrected Maximum Likelihood Estimators in Nonlinear Heteroscedastic Models

Uses Software

• Mathematica
• Ox

Cites Work

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• Bias in nonlinear regression
• Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
• Multivariate Student-t regression models: Pitfalls and inference
• on the second-order bias of parameter estimates in nonlinear regression models with studentterrors
• Second-order biases of the maximum likelihood estimates in von Mises regression models
• Bias corrected estimates in multivariate student t regression models
• Bias reduction of maximum likelihood estimates

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