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Bias-corrected estimators for dispersion models with dispersion covariates
(ELSEVIER SCIENCE BV, 2011)
In this paper we discuss bias-corrected estimators for the regression and the dispersion parameters in an extended class of dispersion models (Jorgensen, 1997b). This class extends the regular dispersion models by letting ...
A panel data approach to economic forecasting: the bias-corrected average forecast
(Escola de Pós-Graduação em Economia da FGV, 2008-01-01)
In this paper, we propose a novel approach to econometric forecasting of stationary and ergodic time series within a panel-data framework. Our key element is to employ the (feasible) bias-corrected average forecast. Using ...
A panel data approach to economic forecasting: the bias-corrected average forecast
(Fundação Getulio Vargas. Escola de Pós-graduação em Economia, 2007-09-01)
In this paper, we propose a novel approach to econometric forecasting of stationary and ergodic time series within a panel-data framework. Our key element is to employ the (feasible) bias-corrected average forecast. Using ...
Improved maximum-likelihood estimation in a regression model with general parametrization
(TAYLOR & FRANCIS LTD, 2011)
We analyse the finite-sample behaviour of two second-order bias-corrected alternatives to the maximum-likelihood estimator of the parameters in a multivariate normal regression model with general parametrization proposed ...
A Note on Bias of Closed-Form Estimators for the Gamma Distribution Derived From Likelihood Equations
(Amer Statistical Assoc, 2019-04-03)
We discuss here an alternative approach for decreasing the bias of the closed-form estimators for the gamma distribution recently proposed by Ye and Chen in 2017. We show that, the new estimator has also closed-form ...
Second-order biases of maximum likelihood estimates in overdispersed generalized linear models
(2001)
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. ...
Systematic temperature and precipitation biases in the CLARIS-LPB ensemble simulations over South America and possible implications for climate projections
(Inter-Research, 2016-04)
Within the framework of the CLARIS-LPB EU Project, a suite of 7 coordinated Regional Climate Model (RCM) simulations over South America driven by both the ERA-Interim reanalysis and a set of Global Climate Models (GCMs) ...
Improved maximum likelihood estimators in a heteroskedastic errors-in-variables model
(SPRINGER, 2011)
This paper develops a bias correction scheme for a multivariate heteroskedastic errors-in-variables model. The applicability of this model is justified in areas such as astrophysics, epidemiology and analytical chemistry, ...