Bias Reduction for the Maximum Likelihood Estimator of the Parameters of the Generalized Rayleigh Family of Distributions

DOI10.1080/03610926.2012.675114zbMath1462.62154OpenAlexW2128319917MaRDI QIDQ5419682

Xiao Ling, David E. A. 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

mean squared errorgeneralized Rayleigh distributionmaximum likelihoodbiasbias correction

Mathematics Subject Classification ID

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

Related Items (10)

bccp: an R package for life-testing and survival analysis ⋮ Improved maximum likelihood estimators for the parameters of the Johnson S_B distribution ⋮ Bias-corrected maximum likelihood estimators of the parameters of the inverse Weibull distribution ⋮ Improved maximum likelihood estimation of the parameters of the Gamma-Uniform distribution with bias-corrections ⋮ Bias reduction for standard and extreme estimates ⋮ Unnamed Item ⋮ 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-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

Uses Software

• R

Cites Work

• Unnamed Item
• Formulation and estimation of stochastic frontier production function models
• Bias correction in ARMA models
• maxLik: a package for maximum likelihood estimation in R
• THE SAMPLING DISTRIBUTION OF A MAXIMUM-LIKELIHOOD ESTIMATE

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