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A comparative study of maximum likelihood estimators for nonlinear dynamical system models

โœ Scribed by Shoji, Isao

Book ID
126843521
Publisher
Taylor and Francis Group
Year
1998
Tongue
English
Weight
214 KB
Volume
71
Category
Article
ISSN
0020-7179

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โœ Gauss M. Cordeiro; Silvia L.P. Ferrari; Miguel A. Uribe-Opazo; Klaus L.P. Vascon ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 122 KB

In this paper we derive general formulae for second-order biases of maximum-likelihood estimates in a class of symmetric nonlinear regression models. This class of models is commonly used for the analysis of data containing extreme or outlying observations in samples from a supposedly normal distrib