Second- and third-order bias reduction for one-parameter family models

DOI10.1016/S0167-7152(95)00237-5zbMath0885.62025OpenAlexW2023813330WikidataQ57496600 ScholiaQ57496600MaRDI QIDQ1359752

Silvia L. P. Ferrari, Gauss M. Cordeiro, Denise A. Botter, Francisco Cribari-Neto

Publication date: 1 April 1998

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0167-7152(95)00237-5

zbMATH Keywords

asymptotic expansionexponential familymaximum likelihood estimatebias correction

Mathematics Subject Classification ID

Point estimation (62F10)

Related Items (7)

On bootstrap and analytical bias corrections ⋮ SECOND-ORDER BIAS REDUCTION FOR NONLINEAR PANEL DATA MODELS WITH FIXED EFFECTS BASED ON EXPECTED QUANTITIES ⋮ Covariance matrix of the bias-corrected maximum likelihood estimator in generalized linear models ⋮ Sample Size Corrections for the Maximum Partial Likelihood Estimator ⋮ Self-controlled case series analyses: small-sample performance ⋮ Second-order expansion for the expected regret risk in classification of one-parametric distributions ⋮ Bias reduction in one-parameter exponential family models

Uses Software

• Mathematica

Cites Work

• Natural real exponential families with cubic variance functions
• Natural exponential families with quadratic variance functions
• A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
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