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Second- and third-order bias reduction for one-parameter family models

✍ Scribed by Silvia L.P. Ferrari; Denise A. Botter; Gauss M. Cordeiro; Francisco Cribari-Neto

Publisher
Elsevier Science
Year
1996
Tongue
English
Weight
400 KB
Volume
30
Category
Article
ISSN
0167-7152

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✦ Synopsis

In this paper we derive second-and third-order bias-corrected maximum likelihood estimates in general uniparametric models. We compare the corrected estimates and the usual maximum likelihood estimate in terms of their mean squared errors. We also obtain closed-form expressions for bias-corrected estimates in one-parameter exponential family models. Our results cover many important and commonly used distributions. Simulation results are also given.

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