Corrected maximum-likelihood estimation in a class of symmetric nonlinear regression models

From MaRDI portal
Publication:1970825

DOI10.1016/S0167-7152(99)00118-2zbMath1060.62526MaRDI QIDQ1970825

Klaus L. P. Vasconcellos, Silvia L. P. Ferrari, Gauss M. Cordeiro, Miguel A. Uribe-Opazo

Publication date: 2000

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




Related Items

Log-symmetric distributions: statistical properties and parameter estimation, Improved point estimation for the Kumaraswamy distribution, On improved estimation in multivariate Dirichlet regressions, Improved heteroskedasticity likelihood ratio tests in symmetric nonlinear regression models, Improved estimation for a new class of parametric link functions in binary regression, Local power properties of some asymptotic tests in symmetric linear regression models, Three Bartlett-type corrections for score statistics in symmetric nonlinear regression models, A nonlinear regression model with skew-normal errors, Heteroscedasticity and/or autocorrelation diagnostics in nonlinear models with AR(1) and symmetrical errors, Corrected maximum likelihood estimators in heteroscedastic symmetric nonlinear models, Bias Correction in the Type I Generalized Logistic Distribution, Improved estimation in a general multivariate elliptical model, Residuals and their statistical properties in symmetrical nonlinear models, Birnbaum-Saunders nonlinear regression models, Assessment of diagnostic procedures in symmetrical nonlinear regression models, On diagnostics in symmetrical nonlinear models, Bias correction in a multivariate normal regression model with general parameterization, Generalized Weibull Linear Models, Some Second-Order Asymptotics for Extreme Value Linear Regression Models, Improved maximum-likelihood estimation in a regression model with general parametrization, Bias-Corrected Maximum Likelihood Estimators in Nonlinear Heteroscedastic Models


Uses Software


Cites Work