Bias adjustment minimizing the asymptotic mean square error

DOI10.1080/03610926.2013.786788MaRDI QIDQ3458086zbMATH OpenOpenAlexFDO

Authors Haruhiko Ogasawara

Publication date 8 December 2015

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

Full work available at URL https://doi.org/10.1080/03610926.2013.786788

zbMATH Keywords

asymptotic biashigher-order asymptotic varianceJeffreys priormean square errorweighted score

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Point estimation (62F10) Asymptotic properties of parametric estimators (62F12)

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Cites work

• An invariant form for the prior probability in estimation problems
• Asymptotic expansions for the pivots using log-likelihood derivatives with an application in item response theory
• Bias reduction in exponential family nonlinear models
• Bias reduction of maximum likelihood estimates
• Cornish-Fisher expansions using sample cumulants and monotonic transformations
• scientific article; zbMATH DE number 3544999 (Why is no real title available?)
• scientific article; zbMATH DE number 1220667 (Why is no real title available?)
• scientific article; zbMATH DE number 1239310 (Why is no real title available?)
• scientific article; zbMATH DE number 3189754 (Why is no real title available?)
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• On estimating binomial response relations
• Stein estimation -- a review
• THE ESTIMATION AND SIGNIFICANCE OF THE LOGARITHM OF A RATIO OF FREQUENCIES

Cited in

(6)

• Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods
• Alternative moment approximations for berkson's minimum logit chi-squared estimator
• ASYMPTOTIC COMPARISON OF MINIMUM DISCREPANCY ESTIMATORS IN BERKSON'S BIOASSAY MODEL
• PREDICTIVE ESTIMATION OF A COVARIANCE MATRIX AND ITS STRUCTURAL PARAMETERS
• Asymptotic cumulants of some information criteria
• Optimal information criteria minimizing their asymptotic mean square errors

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