Bias reduction of maximum likelihood estimators using kernel estimators

DOI10.1080/02331889008802268MaRDI QIDQ3200386zbMATH OpenOpenAlexWikidataFDO

Authors Hendrik Schäbe

Publication date 1990

Published in Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/02331889008802268

zbMATH Keywords

Weibull distributionbias reductionkernel estimatormodified likelihoodcensored samplesuncensored samplesbias of maximum likelihood estimatesbias of order o(1/n)functional of the empirical distribution function

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01)

Recommendations

• Maximum likelihood estimation of the Weibull distribution with reduced bias
• Bias reduction of maximum likelihood estimates
• Improved maximum-likelihood estimation for the common shape parameter of several Weibull populations
• Reducing bias of the maximum likelihood estimator of shape parameter for the gamma distribution
• On bias in maximum likelihood estimators.

Cites work

• scientific article; zbMATH DE number 3928097 (Why is no real title available?)
• A Simulation Study of Estimators for the 2-Parameter Weibull Distribution
• A comparison of cross-validation techniques in density estimation
• A large sample study of the life table and product limit estimates under random censorship
• Algorithm AS 176: Kernel Density Estimation Using the Fast Fourier Transform
• Developments in Nonparametric Density Estimation
• Differential geometry of curved exponential families. Curvatures and information loss
• Expansions for the distribution and quantiles of a regular functional of the empirical distribution with applications to nonparametric confidence intervals
• Likelihood and observed geometries
• Rates of convergence for the distance between distribution function estimators
• Relative efficiency and deficiency of kernel type estimators of smooth distribution functions
• The consistency of automatic kernel density estimates
• Third-order optimum properties of estimator-sequences

Cited in

(9)

• Bias reduction of maximum likelihood estimates for an asymmetric class of power models with applications
• BIAS REDUCTION AND ELIMINATION WITH KERNEL ESTIMATORS
• Bias-correction for Weibull common shape estimation
• Reducing bias of the maximum likelihood estimator of shape parameter for the gamma distribution
• Maximum likelihood estimation of the Weibull distribution with reduced bias
• Bias reductions for beta kernel estimation
• Corrections for Bias in Maximum Likelihood Parameter Estimates Due to Nuisance Parameters
• Bias reduction of maximum likelihood estimates
• Estimation of the bias of the maximum likelihood estimators in an extreme value context

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