Bias-Corrected Maximum Likelihood Estimators in Nonlinear Heteroscedastic Models
DOI10.1080/03610920802571138zbMATH Open1170.62045OpenAlexW2076318918MaRDI QIDQ3396352FDOQ3396352
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
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Cites Work
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- Bias reduction of maximum likelihood estimates
- Improved point and interval estimation for a beta regression model
- Bartlett corrections and bias correction for two heteroscedastic regression models
- Corrected maximum-likelihood estimation in a class of symmetric nonlinear regression models
- On bootstrap and analytical bias corrections
- Heteroscedastic Nonlinear Regression
- Bias in nonlinear regression
- Editorial: Special Issue on Statistical Inference on Time Series Stochastic and Deterministic Dynamics
- Corrected estimates for Studenttregression models with unknown degrees of freedom
- Bias corrected estimates in multivariate student t regression models
- A third-order bias corrected estimate in generalized linear models
Cited In (6)
- First and second order asymptotic bias correction of nonlinear estimators in a non-parametric setting and an application to the smoothed maximum score estimator
- Title not available (Why is that?)
- Corrected maximum likelihood estimators in heteroscedastic symmetric nonlinear models
- On solving bias‐corrected non‐linear estimation equations with an application to the dynamic linear model
- Corrected maximum-likelihood estimation in a class of symmetric nonlinear regression models
- Bayesian nonlinear regression models with scale mixtures of skew-normal distributions: estimation and case influence diagnostics
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