Corrected Maximum Likelihood in Non-Regular Problems
โ Scribed by R. C. H. Cheng and T. C. Iles
- Book ID
- 111978434
- Publisher
- Blackwell Publishing
- Year
- 1987
- Tongue
- English
- Weight
- 731 KB
- Volume
- 49
- Category
- Article
- ISSN
- 0035-9246
- DOI
- 10.2307/2345483
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๐ SIMILAR VOLUMES
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
When modelling a physical process, basic mathematical assumptions are often difficult to verify in advance. However, the applicability of certain statistical identification methods to a given data sample can be checked by testing the resulting model. Summary--This contribution derives new large-sam