Improved point estimation for inverse gamma regression models

DOI10.1080/00949655.2021.1898611OpenAlexW3138091508MaRDI QIDQ3389631

Marcelo Bourguignon, Diego I. Gallardo, Tiago M. Magalhães

Publication date: 23 March 2022

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2021.1898611

zbMATH Keywords

maximum likelihood estimatesbias correctionsdispersion covariatesinverse gamma model

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Linear inference, regression (62J99) Statistics (62-XX)

Uses Software

• R

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Bias-corrected estimators for dispersion models with dispersion covariates
• Bias and skewness in a general extreme-value regression model
• Improved estimators for a general class of beta regression models
• Improved point and interval estimation for a beta regression model
• Bootstrap methods: another look at the jackknife
• Approximate bias correction in econometrics
• Bias correction in ARMA models
• Exact distribution of positive linear combinations of inverted chi-square random variables with odd degrees of freedom
• On the estimation of stress strength reliability parameter of inverted gamma distribution
• An introduction to Bartlett correction and bias reduction
• A general expression for second-order covariance matrices -- an application to dispersion models
• Logistic Discrimination and Bias Correction in Maximum Likelihood Estimation
• Improved estimators for generalized linear models with dispersion covariates
• Bias reduction of maximum likelihood estimates
• Skewness of maximum likelihood estimators in the varying dispersion beta regression model
• Parametric modal regression with varying precision

This page was built for publication: Improved point estimation for inverse gamma regression models