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Details for article 4 of 18 found articles
| Title: |
Bias reduction in one-parameter exponential family models |
| Author: |
Cribari-Neto, Francisco Botter, Denise A. Cordeiro, Gauss M. Ferrari, Silvia L. P. |
| Appeared in: |
Communications in statistics |
| Paging: | Volume 27 (1998) nr. 3 pages 761-782 |
| Year: |
1998 |
| Contents: |
This paper gives closed-form expressions for the second and third order biases of maximum likelihood estimates for a number of distributions in the one-parameter exponential family. Approximations based on asymptotic expansions for some bias-corrections that require the evaluation of unusual functions and long expressions are given. A graphical analysis is also performed to show how such biases and the mean squared errors of both the maximum likelihood estimate and its bias-corrected version vary with the parameter that indexes some distributions. Finally, we present simulation results comparing the performance of the maximum likelihood estimator and its bias-corrected version. |
| Publisher: |
Taylor & Francis |
| Source file: |
Elektronische Wetenschappelijke Tijdschriften |
Details for article 4 of 18 found articles
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