Bias corrected estimates in multivariate student t regression models
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Publication:4550610
DOI10.1080/03610920008832516zbMath0993.62047OpenAlexW2020627815MaRDI QIDQ4550610
Klaus L. P. Vasconcellos, Gauss M. Cordeiro
Publication date: 24 September 2002
Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610920008832516
maximum likelihood estimationbias correctionmultivariate Student \(t\) distributionlog-likelihood derivatives
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A third-order bias corrected estimate in generalized linear models ⋮ On improved estimation in multivariate Dirichlet regressions ⋮ Improved estimation for a new class of parametric link functions in binary regression ⋮ Bias and skewness in a general extreme-value regression model ⋮ Improved estimation in a general multivariate elliptical model ⋮ Bias correction in a multivariate normal regression model with general parameterization ⋮ Corrected estimates for Studenttregression models with unknown degrees of freedom ⋮ Improved maximum-likelihood estimation in a regression model with general parametrization ⋮ Bias-Corrected Maximum Likelihood Estimators in Nonlinear Heteroscedastic Models
Uses Software
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