Bias-Corrected Maximum Likelihood Estimators in Nonlinear Heteroscedastic Models

DOI10.1080/03610920802571138MaRDI QIDQ3396352zbMATH OpenOpenAlexFDO

Authors Audrey H. M. A. Cysneiros, Francisco José A. Cysneiros, Gauss M. Cordeiro

Publication date 18 September 2009

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610920802571138

zbMATH Keywords

bias correctioncumulantheteroscedastic modelinformation matrixmaximum likelihoodmethod of scoringnonlinear model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation in multivariate analysis (62H12) General nonlinear regression (62J02)

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Cites work

• A third-order bias corrected estimate in generalized linear models
• Bartlett corrections and bias correction for two heteroscedastic regression models
• Bias corrected estimates in multivariate student t regression models
• Bias in nonlinear regression
• Bias reduction of maximum likelihood estimates
• Corrected estimates for Studenttregression models with unknown degrees of freedom
• Corrected maximum-likelihood estimation in a class of symmetric nonlinear regression models
• Editorial: Special Issue on Statistical Inference on Time Series Stochastic and Deterministic Dynamics
• Heteroscedastic Nonlinear Regression
• scientific article; zbMATH DE number 3522963 (Why is no real title available?)
• scientific article; zbMATH DE number 708500 (Why is no real title available?)
• Improved point and interval estimation for a beta regression model
• On bootstrap and analytical bias corrections

Cited in

(10)

• Bias correction for a class of multivariate nonlinear regression models
• Corrected maximum-likelihood estimation in a class of symmetric nonlinear regression models
• Bias corrected maximum likelihood estimators in nonlinear overdispersed models
• Corrected maximum likelihood estimators in heteroscedastic symmetric nonlinear models
• First and second order asymptotic bias correction of nonlinear estimators in a non-parametric setting and an application to the smoothed maximum score estimator
• scientific article; zbMATH DE number 1301947 (Why is no real title available?)
• scientific article; zbMATH DE number 1138589 (Why is no real title available?)
• Improved maximum likelihood estimators in a heteroskedastic errors-in-variables model
• Bayesian nonlinear regression models with scale mixtures of skew-normal distributions: estimation and case influence diagnostics
• On solving bias‐corrected non‐linear estimation equations with an application to the dynamic linear model

Describes a project that uses

Uses Software

• R
• Ox

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