Bias Correction for Alternating Iterative Maximum Likelihood Estimators

被引：0

作者：

Gang YU ^{[1
]}

Wei GAO ^{[2
]}

Ningzhong SHI ^{[2
]}

机构：

[1] School of Mathematics and Quantitative Economics, Dongbei University of Finance and Economics

[2] Key Laboratory for Applied Statistics of MOE and School of Mathematics and Statistics, Northeast Normal University

来源：

数学研究及应用 | 2013年 / 33卷 / 01期

关键词：

D O I：

暂无

中图分类号：

O212.1 [一般数理统计];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, we give a definition of the alternating iterative maximum likelihood estimator (AIMLE) which is a biased estimator. Furthermore we adjust the AIMLE to result in asymptotically unbiased and consistent estimators by using a bootstrap iterative bias correction method as in Kuk (1995). Two examples and simulation results reported illustrate the performance of the bias correction for AIMLE.

引用

页码：1 / 10

页数：10

共 4 条

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