On bootstrap and analytical bias corrections

DOI10.1016/S0165-1765(97)00276-0MaRDI QIDQ1128548zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

bootstrapmaximum likelihood estimationbias correction

Mathematics Subject Classification ID

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

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 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
• 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

Describes a project that uses

Uses Software

• bootstrap

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