Bias reduction for the maximum likelihood estimator of the parameters of the generalized Rayleigh family of distributions

DOI10.1080/03610926.2012.675114MaRDI QIDQ5419682zbMATH OpenOpenAlexFDO

Authors Xiao Ling, David E. Giles

Publication date 11 June 2014

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

Full work available at URL https://doi.org/10.1080/03610926.2012.675114

zbMATH Keywords

maximum likelihoodbiasmean squared errorbias correctiongeneralized Rayleigh distribution

Mathematics Subject Classification ID

Point estimation (62F10) Applications of statistics to economics (62P20) Nonparametric statistical resampling methods (62G09)

Recommendations

• Bias reduction in one-parameter exponential family models
• Bias-corrected maximum likelihood estimation of the parameters of the generalized Pareto distribution
• Bias reduction for the maximum likelihood estimators of the parameters in the half-logistic distribution
• Second- and third-order bias reduction for one-parameter family models
• Bias correction in the type I generalized logistic distribution

Cites work

• scientific article; zbMATH DE number 3298451 (Why is no real title available?)
• Bias correction in ARMA models
• Formulation and estimation of stochastic frontier production function models
• THE SAMPLING DISTRIBUTION OF A MAXIMUM-LIKELIHOOD ESTIMATE
• maxLik: a package for maximum likelihood estimation in R

Cited in

(14)

• Improved maximum likelihood estimators for the parameters of the Johnson S_B distribution
• Improved maximum-likelihood estimation of the shape parameter in the Nakagami distribution
• Bias reduction for the maximum likelihood estimators of the parameters in the half-logistic distribution
• Improved maximum likelihood estimation of the parameters of the Gamma-Uniform distribution with bias-corrections
• Bias-corrected maximum likelihood estimation of the parameters of the generalized half-normal distribution
• Estimation of the generalized process capability indexC_pykbased on bias-corrected maximum-likelihood estimators for the generalized inverse Lindley distribution and bootstrap confidence intervals
• Bias-corrected maximum likelihood estimation of the parameters of the generalized Pareto distribution
• Relationships Between Biased and Unbiased Rayleigh Distributions
• Improved maximum-likelihood estimators for the parameters of the unit-gamma distribution
• Properties and inference for a new class of generalized Rayleigh distributions with an application
• Bias reduction for standard and extreme estimates
• Improved parameter estimation of the Chaudhry and Ahmad distribution with climate applications
• Bias-corrected maximum likelihood estimators of the parameters of the inverse Weibull distribution
• bccp: an R package for life-testing and survival analysis

Describes a project that uses

Uses Software

• R

This page was built for publication: Bias reduction for the maximum likelihood estimator of the parameters of the generalized Rayleigh family of distributions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5419682)