Analytic bias correction for maximum likelihood estimators when the bias function is non-constant

DOI10.1080/03610918.2017.1371749OpenAlexW2748641309MaRDI QIDQ5086128

Ryan T. Godwin, David E. A. Giles

Publication date: 1 July 2022

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: http://www.uvic.ca/socialsciences/economics/assets/docs/econometrics/EWP1702.pdf

zbMATH Keywords

bias reductionmaximum likelihoodnonlinear bias function

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Parametric inference (62F99) Statistical distribution theory (62E99)

Uses Software

• VGAM
• Maxlik
• evd
• maxLik

Cites Work

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• Bias reduction of maximum likelihood estimates
• Improved maximum-likelihood estimation of the shape parameter in the Nakagami distribution