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Local Linear Estimation of Second-Order Diffusion Models

✍ Scribed by Wang, Hanchao; Lin, Zhengyan


Book ID
120411036
Publisher
Taylor and Francis Group
Year
2011
Tongue
English
Weight
228 KB
Volume
40
Category
Article
ISSN
0361-0926

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πŸ“œ SIMILAR VOLUMES


Second-order biases of maximum likelihoo
✍ Gauss M. Cordeiro; Denise A. Botter πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 133 KB

In this paper, we derive general formulae for second-order biases of maximum likelihood estimates in overdispersed generalized linear models, thus generalizing results by Cordeiro and McCullagh (J. Roy. Statist. Soc. Ser. B 53 (1991) 629), and Botter and Cordeiro (Statist. Comput. Simul. 62 (1998) 9