Bias approximations for likelihood‐based estimators
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Publication:5042676
DOI10.1111/sjos.12499OpenAlexW3096197880MaRDI QIDQ5042676
D. Stephen Coad, Ruby Chiu-Hsing Weng
Publication date: 25 October 2022
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/sjos.12499
maximum likelihood estimationstopping time\(l^2\) penalized likelihoodbias calculationvery weak approximationwoodroofe-Stein identity