Bias Adjustment Minimizing the Asymptotic Mean Square Error

DOI10.1080/03610926.2013.786788zbMath1367.62058OpenAlexW2089546509MaRDI QIDQ3458086

Haruhiko Ogasawara

Publication date: 8 December 2015

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2013.786788

zbMATH Keywords

asymptotic biasmean square errorJeffreys priorweighted scorehigher-order asymptotic variance

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Asymptotic distribution theory in statistics (62E20) Point estimation (62F10)

Related Items (4)

Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods ⋮ PREDICTIVE ESTIMATION OF A COVARIANCE MATRIX AND ITS STRUCTURAL PARAMETERS ⋮ ASYMPTOTIC CUMULANTS OF SOME INFORMATION CRITERIA ⋮ Optimal information criteria minimizing their asymptotic mean square errors

Cites Work

• Bias reduction in exponential family nonlinear models
• Cornish-Fisher expansions using sample cumulants and monotonic transformations
• Asymptotic expansions for the pivots using log-likelihood derivatives with an application in item response theory
• Stein estimation -- a review
• Inadmissibility of the usual estimator for the variance of a normal distribution with unknown mean
• THE ESTIMATION AND SIGNIFICANCE OF THE LOGARITHM OF A RATIO OF FREQUENCIES
• On estimating binomial response relations
• Bias reduction of maximum likelihood estimates
• An invariant form for the prior probability in estimation problems
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