On bootstrap and analytical bias corrections

DOI10.1016/S0165-1765(97)00276-0zbMath0899.90043OpenAlexW2078386095MaRDI QIDQ1128548

Silvia L. P. Ferrari, Francisco Cribari-Neto

Publication date: 13 August 1998

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(97)00276-0

zbMATH Keywords

bootstrapmaximum likelihood estimationbias correction

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

Related Items

Higher-order approximate confidence intervals ⋮ Improved point estimation for the Kumaraswamy distribution ⋮ Improved maximum likelihood estimators for the parameters of the Johnson S_B distribution ⋮ Accelerated Monte Carlo estimation of exceedance probabilities under monotonicity constraints ⋮ Sequences of bias-adjusted covariance matrix estimators under heteroskedasticity of unknown form ⋮ Improved maximum-likelihood estimators for the parameters of the unit-gamma distribution ⋮ Bootstrap-based improved estimators for the two-parameter Birnbaum–Saunders distribution ⋮ Improved point and interval estimation for a beta regression model ⋮ Improved maximum-likelihood estimation in a regression model with general parametrization ⋮ Bias-Corrected Maximum Likelihood Estimators in Nonlinear Heteroscedastic Models

Uses Software

• bootstrap

Cites Work

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• Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
• Bootstrap methods: another look at the jackknife
• Bias correction in ARMA models
• Second- and third-order bias reduction for one-parameter family models
• Bootstrap: more than a stab in the dark? With discussion and a rejoinder by the author
• The jackknife and bootstrap
• The bootstrap - a review
• On bootstrap resampling and iteration
• Bootstrap Technology and Applications
• The bootstrap and Edgeworth expansion