Bias correction for a class of multivariate nonlinear regression models

DOI10.1016/S0167-7152(97)00009-6MaRDI QIDQ1373985zbMATH OpenFDO

Authors Klaus L. P. Vasconcellos, Gauss M. Cordeiro

Publication date 26 November 1997

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

zbMATH Keywords

covariance matrixbias correctioninformation matrixmultivariate linear modelmaximum likelihood estimates

Mathematics Subject Classification ID

General nonlinear regression (62J02) Estimation in multivariate analysis (62H12)

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Cites work

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• A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
• A time series illustration of approximate conditional likelihood
• Bias Correction for a Generalized Log-Gamma Regression Model
• Bias correction in ARMA models
• Bias in nonlinear regression
• Logistic Discrimination and Bias Correction in Maximum Likelihood Estimation
• Seemingly unrelated nonlinear regressions

Cited in

(30)

• Nearly unbiased estimation in a biparametric exponential family
• Bias correction for exponential family nonlinear modles
• Location-adjusted Wald statistics for scalar parameters
• on the second-order bias of parameter estimates in nonlinear regression models with studentterrors
• On solving bias‐corrected non‐linear estimation equations with an application to the dynamic linear model
• Analytic bias correction for maximum likelihood estimators when the bias function is non-constant
• Improved maximum-likelihood estimation in a regression model with general parametrization
• scientific article; zbMATH DE number 7008162 (Why is no real title available?)
• A bias corrected nonparametric regression estimator
• Improved estimation in a general multivariate elliptical model
• Corrected maximum-likelihood estimation in a class of symmetric nonlinear regression models
• Bias correction in a multivariate normal regression model with general parameterization
• Bias-Corrected Maximum Likelihood Estimators in Nonlinear Heteroscedastic Models
• Bias correction in the cox regression model
• Using Maple and Mathematica to derive bias corrections for two parameter distributions
• Multiplicative bias corrected nonparametric smoothers
• Corrected estimates for Studenttregression models with unknown degrees of freedom
• A generic algorithm for reducing bias in parametric estimation
• Corrected maximum likelihood estimators in heteroscedastic symmetric nonlinear models
• Bias corrected estimates in multivariate student t regression models
• A third-order bias corrected estimate in generalized linear models
• Erratum to: ``Using the criterion-predictor factor model to compute the probability of detecting prediction bias with ordinary least squares regression
• scientific article; zbMATH DE number 1395932 (Why is no real title available?)
• Bias and skewness in a general extreme-value regression model
• Elliptical regression models for multivariate sample-selection bias correction
• Improved estimators for generalized linear models with dispersion covariates
• Improved maximum likelihood estimators in a heteroskedastic errors-in-variables model
• Improved estimation for a new class of parametric link functions in binary regression
• Improved point and interval estimation for a beta regression model
• On improved estimation in multivariate Dirichlet regressions

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Uses Software

• Mathematica

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