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

biasbias correctiongeneralized Rayleigh distributionmaximum likelihoodmean squared error

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(15)

• bccp: an R package for life-testing and survival analysis
• 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 Pareto distribution
• Bias reduction for the maximum likelihood estimators of the parameters in the half-logistic 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
• Improved maximum-likelihood estimation of the shape parameter in the Nakagami distribution
• Bias-corrected maximum likelihood estimation of the parameters of the generalized half-normal distribution
• 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 estimators for the parameters of the unit-gamma distribution
• Relationships Between Biased and Unbiased Rayleigh Distributions
• Improved maximum likelihood estimation of the parameters of the Gamma-Uniform distribution with bias-corrections
• Improved parameter estimation of the Chaudhry and Ahmad distribution with climate applications
• Bias reduction for standard and extreme estimates
• Some implications of preliminary-test estimation in the context of size-biased sampling

Describes a project that uses

Uses Software

• R

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