Second- and third-order bias reduction for one-parameter family models

DOI10.1016/S0167-7152(95)00237-5MaRDI QIDQ1359752zbMATH OpenOpenAlexWikidataFDO

Authors Silvia L. P. Ferrari, Denise A. Botter, Francisco Cribari-Neto, Gauss M. Cordeiro

Publication date 1 April 1998

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/s0167-7152(95)00237-5

zbMATH Keywords

asymptotic expansionbias correctionexponential familymaximum likelihood estimate

Mathematics Subject Classification ID

Point estimation (62F10)

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Cites work

• A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
• scientific article; zbMATH DE number 4082773 (Why is no real title available?)
• scientific article; zbMATH DE number 193093 (Why is no real title available?)
• scientific article; zbMATH DE number 3573047 (Why is no real title available?)
• scientific article; zbMATH DE number 3626409 (Why is no real title available?)
• scientific article; zbMATH DE number 604447 (Why is no real title available?)
• Natural exponential families with quadratic variance functions
• Natural real exponential families with cubic variance functions

Cited in

(13)

• Self-controlled case series analyses: small-sample performance
• On bootstrap and analytical bias corrections
• Second-order expansion for the expected regret risk in classification of one-parametric distributions
• A third-order bias corrected estimate in generalized linear models
• Nearly unbiased estimation in a biparametric exponential family
• Bias reduction in one-parameter exponential family models
• Modified maximum likelihood estimation in one-parameter exponential family models
• Sample Size Corrections for the Maximum Partial Likelihood Estimator
• Bias reduction of maximum likelihood estimates
• Bias reduction for the maximum likelihood estimator of the parameters of the generalized Rayleigh family of distributions
• SECOND-ORDER BIAS REDUCTION FOR NONLINEAR PANEL DATA MODELS WITH FIXED EFFECTS BASED ON EXPECTED QUANTITIES
• Adaptive inference procedures for the concentration parameter of a Fisher-von Mises-Langevin distribution
• Covariance matrix of the bias-corrected maximum likelihood estimator in generalized linear models

Describes a project that uses

Uses Software

• Mathematica

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