Bias reduction for the maximum likelihood estimator of the doubly-truncated Poisson distribution
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Publication:2811399
DOI10.1080/03610926.2013.867999zbMath1341.62078OpenAlexW2299984412MaRDI QIDQ2811399
Publication date: 10 June 2016
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610926.2013.867999
bootstrapsimulationbias reductionmaximum likelihood estimatortruncated Poisson distributionpositive Poisson distribution
Point estimation (62F10) Bootstrap, jackknife and other resampling methods (62F40) Estimation in survival analysis and censored data (62N02)
Related Items (2)
Analytic bias correction for maximum likelihood estimators when the bias function is non-constant ⋮ Bias reduction for standard and extreme estimates
Uses Software
Cites Work
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- Bootstrap methods: another look at the jackknife
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- NOTES ON BIAS IN ESTIMATION
- Bias reduction of maximum likelihood estimates
- Improved maximum-likelihood estimation of the shape parameter in the Nakagami distribution
- THE ESTIMATION OF THE LOCATION AND SCALE PARAMETERS OF A CONTINUOUS POPULATION OF ANY GIVEN FORM
- THE ESTIMATION OF THE POISSON PARAMETER FROM A TRUNCATED DISTRIBUTION
- A Note on Truncated Poisson Distributions
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