Improved estimation in a general multivariate elliptical model

DOI10.1214/16-BJPS331zbMath1404.62061arXiv1508.05994OpenAlexW2963720919WikidataQ111288266 ScholiaQ111288266MaRDI QIDQ1994023

Silvia L. P. Ferrari, Tatiane F. N. Melo, Alexandre G. Patriota

Publication date: 6 November 2018

Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1508.05994

zbMATH Keywords

bias reductionmaximum likelihood estimationbias correctionelliptical modelgeneral parameterization

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12)

Related Items (3)

Closed-form and bias-corrected estimators for the bivariate gamma distribution ⋮ Unnamed Item ⋮ Improved estimators in beta prime regression models

Uses Software

• R
• Ox

Cites Work

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