Bias-Corrected Maximum Likelihood Estimators in Nonlinear Heteroscedastic Models

DOI10.1080/03610920802571138zbMath1170.62045MaRDI QIDQ3396352

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

nonlinear model; information matrix; maximum likelihood; cumulant; bias correction; heteroscedastic model; method of scoring

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62H12: Estimation in multivariate analysis

62J02: General nonlinear regression

Related Items

Bayesian nonlinear regression models with scale mixtures of skew-normal distributions: estimation and case influence diagnostics

Uses Software

• R
• Ox

Cites Work

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