Improved maximum-likelihood estimation in a regression model with general parametrization
From MaRDI portal
Publication:3087832
DOI10.1080/00949651003639196zbMath1219.62092MaRDI QIDQ3087832
Publication date: 17 August 2011
Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00949651003639196
62H12: Estimation in multivariate analysis
62J05: Linear regression; mixed models
62F10: Point estimation
62F40: Bootstrap, jackknife and other resampling methods
Related Items
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Assessing local influence for nonlinear structural equation models with ignorable missing data
- Improved point and interval estimation for a beta regression model
- On bootstrap and analytical bias corrections
- Bootstrap methods: another look at the jackknife
- Approximate bias correction in econometrics
- Bias correction for a class of multivariate nonlinear regression models
- Bias of LS estimators in nonlinear regression models with constraints. I: General case.
- Corrected maximum-likelihood estimation in a class of symmetric nonlinear regression models
- Bias correction in a multivariate normal regression model with general parameterization
- Bias correction for exponential family nonlinear modles
- Improved maximum-likelihood estimation for the common shape parameter of several Weibull populations
- Bias Correction for a Generalized Log-Gamma Regression Model
- Bias in nonlinear regression
- Influence Diagnostics for Simultaneous Equations Models
- Second-order biases of the maximum likelihood estimates in von Mises regression models
- Bias corrected estimates in multivariate student t regression models
- Bootstrap-based improved estimators for the two-parameter Birnbaum–Saunders distribution
- Corrected estimates for Studenttregression models with unknown degrees of freedom
