Analytic bias correction for maximum likelihood estimators when the bias function is non-constant

DOI10.1080/03610918.2017.1371749MaRDI QIDQ5086128zbMATH OpenOpenAlexFDO

Authors Ryan T. Godwin, David E. Giles

Publication date 1 July 2022

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL http://www.uvic.ca/socialsciences/economics/assets/docs/econometrics/EWP1702.pdf

zbMATH Keywords

bias reductionmaximum likelihoodnonlinear bias function

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Statistical distribution theory (62E99) Parametric inference (62F99)

Cites work

• A sequence of improved standard errors under heteroskedasticity of unknown form
• An introduction to Bartlett correction and bias reduction
• Approximate bias correction in econometrics
• Bias correction for a class of multivariate nonlinear regression models
• Bias correction in ARMA models
• Bias reduction for the maximum likelihood estimator of the doubly-truncated Poisson distribution
• Bias reduction for the maximum likelihood estimators of the parameters in the half-logistic distribution
• Bias reduction of maximum likelihood estimates
• Bias-corrected maximum likelihood estimation for the beta distribution
• Bias-corrected maximum likelihood estimation of the parameters of the generalized Pareto distribution
• Bias-reduced maximum likelihood estimation of the zero-inflated Poisson distribution
• Computing Maximum Likelihood Estimates for the Generalized Pareto Distribution
• scientific article; zbMATH DE number 1805833 (Why is no real title available?)
• scientific article; zbMATH DE number 469130 (Why is no real title available?)
• scientific article; zbMATH DE number 3263751 (Why is no real title available?)
• Improved maximum-likelihood estimation of the shape parameter in the Nakagami distribution
• maxLik: a package for maximum likelihood estimation in R
• On the bias of the maximum likelihood estimator for the two-parameter Lomax distribution

Cited in

(1)

• Using Maple and Mathematica to derive bias corrections for two parameter distributions

Describes a project that uses

Uses Software

• evd
• maxLik
• VGAM
• Maxlik

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