Improved point estimation for inverse gamma regression models

DOI10.1080/00949655.2021.1898611MaRDI QIDQ3389631zbMATH OpenOpenAlexFDO

Authors Marcelo Bourguignon, Diego I. Gallardo, Tiago M. Magalhães

Publication date 23 March 2022

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

Full work available at URL https://doi.org/10.1080/00949655.2021.1898611

zbMATH Keywords

bias correctionsdispersion covariatesinverse gamma modelmaximum likelihood estimates

Mathematics Subject Classification ID

Statistics (62-XX) Asymptotic properties of parametric estimators (62F12) Linear inference, regression (62J99)

Cites work

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Cited in

(2)

• Bias reduction of maximum likelihood estimates for an asymmetric class of power models with applications
• Inferential and predictive procedures for inverse gamma regression model

Describes a project that uses

Uses Software

• R

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