Corrected maximum-likelihood estimation
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Gauss M. Cordeiro; Silvia L.P. Ferrari; Miguel A. Uribe-Opazo; Klaus L.P. Vascon
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Article
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2000
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Elsevier Science
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English
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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