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

DOI10.1080/03610926.2012.675114zbMATH Open1462.62154OpenAlexW2128319917MaRDI QIDQ5419682FDOQ5419682

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

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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)

Cites Work

• maxLik: a package for maximum likelihood estimation in R
• Formulation and estimation of stochastic frontier production function models
• Bias correction in ARMA models
• THE SAMPLING DISTRIBUTION OF A MAXIMUM-LIKELIHOOD ESTIMATE
• Title not available (Why is that?)

Cited In (11)

• Improved maximum likelihood estimators for the parameters of the Johnson S_B 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
• Title not available (Why is that?)
• 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
• Bias-corrected maximum likelihood estimators of the parameters of the inverse Weibull distribution
• bccp: an R package for life-testing and survival analysis

Uses Software

• R

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