On bootstrap and analytical bias corrections

DOI10.1016/S0165-1765(97)00276-0zbMATH Open0899.90043OpenAlexW2078386095MaRDI QIDQ1128548FDOQ1128548

Authors: 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

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

zbMATH Keywords

bootstrapmaximum likelihood estimationbias correction

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• 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
• Title not available (Why is that?)
• Title not available (Why is that?)
• The bootstrap and Edgeworth expansion
• The jackknife and bootstrap
• Bootstrap Technology and Applications
• Bias correction in ARMA models
• On bootstrap resampling and iteration
• Title not available (Why is that?)
• The bootstrap - a review
• Second- and third-order bias reduction for one-parameter family models

Cited In (17)

• Improved maximum likelihood estimators for the parameters of the Johnson S_B 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
• Improved maximum-likelihood estimators for the parameters of the unit-gamma distribution
• A general method for third-order bias and variance corrections on a nonlinear estimator
• Bias correction for alternating iterative maximum likelihood estimators
• Accelerated Monte Carlo estimation of exceedance probabilities under monotonicity constraints
• 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

Uses Software

• bootstrap

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