Bias Reduction of Maximum Likelihood Estimates for an Asymmetric Class of Power Models with Applications
In this paper we study some methods to reduce the bias for maximum likelihood estimation in the general class of alpha power models, specifically for the shape parameter. We find the modified maximum likelihood estimator using Firth's method and we show that this estimator is the uniformly min...
| Main Authors: | , , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Instituto Nacional de Estatística | Statistics Portugal
2023-11-01
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| Series: | Revstat Statistical Journal |
| Subjects: | |
| Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/431 |