Bias reduction for standard and extreme estimates

DOI10.1080/03610918.2021.1879140OpenAlexW3126178514MaRDI QIDQ6171854

Saralees Nadarajah, Christopher S. Withers

Publication date: 18 July 2023

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

Full work available at URL: https://doi.org/10.1080/03610918.2021.1879140

zbMATH Keywords

orderEdgeworth expansionunbiasedness

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Asymptotic properties of M-estimators in linear and nonlinear multivariate regression models
• Analytic bias reduction for \(k\)-sample functionals
• Does bias reduction with external estimator of second order parameter work for endpoint?
• Nonparametric confidence intervals for functions of several distributions
• Bias-corrected quantile regression estimation of censored regression models
• Improved confidence regions based on Edgeworth expansions
• The bias and skewness of \(M\)-estimators in regression
• Bias reduction for the maximum likelihood estimator of the doubly-truncated Poisson distribution
• Bias reduction by taylor series^∗
• Asymptotic Statistics
• Bias reduction of the maximum-likelihood estimator for a conditional Gaussian MA(1) model
• Bias reduction of maximum likelihood estimates for a modified skew-normal distribution
• Bias Reduction for the Maximum Likelihood Estimator of the Parameters of the Generalized Rayleigh Family of Distributions
• Estimation of a truncation point

This page was built for publication: Bias reduction for standard and extreme estimates