On bootstrap and analytical bias corrections
From MaRDI portal
(Redirected from Publication:1128548)
Recommendations
- Bootstrap bias
- Sample Size Corrections for the Maximum Partial Likelihood Estimator
- An introduction to Bartlett correction and bias reduction
- Bias-corrected maximum likelihood estimation for the beta distribution
- Improved maximum-likelihood estimation in a regression model with general parametrization
Cites work
- scientific article; zbMATH DE number 3782216 (Why is no real title available?)
- scientific article; zbMATH DE number 3573047 (Why is no real title available?)
- scientific article; zbMATH DE number 469130 (Why is no real title available?)
- scientific article; zbMATH DE number 708500 (Why is no real title available?)
- Bias correction in ARMA models
- Bootstrap Technology and Applications
- Bootstrap methods for standard errors, confidence intervals, and other measures of statistical accuracy
- Bootstrap methods: another look at the jackknife
- Bootstrap: more than a stab in the dark? With discussion and a rejoinder by the author
- On bootstrap resampling and iteration
- Second- and third-order bias reduction for one-parameter family models
- The bootstrap - a review
- The bootstrap and Edgeworth expansion
- The jackknife and bootstrap
Cited in
(17)- Improved maximum likelihood estimators for the parameters of the Johnson SB distribution
- Improved point estimation for the Kumaraswamy distribution
- Bias-Corrected Maximum Likelihood Estimators in Nonlinear Heteroscedastic Models
- Higher-order approximate confidence intervals
- Bootstrap bias corrections for ensemble methods
- Bias Correction With Jackknife, Bootstrap, and Taylor Series
- Sample Size Corrections for the Maximum Partial Likelihood Estimator
- Bootstrap-based improved estimators for the two-parameter Birnbaum–Saunders distribution
- Improved maximum-likelihood estimation in a regression model with general parametrization
- A general method for third-order bias and variance corrections on a nonlinear estimator
- Improved maximum-likelihood estimators for the parameters of the unit-gamma distribution
- Accelerated Monte Carlo estimation of exceedance probabilities under monotonicity constraints
- Bias correction for alternating iterative maximum likelihood estimators
- Sequences of bias-adjusted covariance matrix estimators under heteroskedasticity of unknown form
- Bootstrap bias
- Bootstrap elasticity. II: Corrections and extensions
- Improved point and interval estimation for a beta regression model
This page was built for publication: On bootstrap and analytical bias corrections
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1128548)