Bias-corrected maximum likelihood estimation for the beta distribution

DOI10.1080/00949659708811820zbMath0873.62026OpenAlexW2005766757MaRDI QIDQ4347037

Enivaldo C. da Rocha, Gauss M. Cordeiro, Jacira Guiro C. da Rocha, Francisco Cribari-Neto

Publication date: 5 August 1997

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

Full work available at URL: https://doi.org/10.1080/00949659708811820

zbMATH Keywords

simulation resultsasymptotic expansionsclosed-form expressionsbeta distributionbias-corrected maximum likelihood estimates

Mathematics Subject Classification ID

Point estimation (62F10)

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Uses Software

• Ox

Cites Work

• Bias correction in ARMA models
• Bias correction for exponential family nonlinear modles
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• On parameter transformations and interval estimation
• Bias Correction for a Generalized Log-Gamma Regression Model
• A Note on Bias Correction in Maximum Likelihood Estimation with Logistic Discrimination
• Maximum likelihood estimation for the beta distribution
• Bias reduction of maximum likelihood estimates
• Maximum Likelihood Estimation of the Parameters of the Beta Distribution from Smallest Order Statistics
• Bias and accuracy of parameter estimates in a quantal response model