PublicaciĂłn:
BIAS REDUCTION OF MAXIMUM LIKELIHOOD ESTIMATES FOR AN ASYMMETRIC CLASS OF POWER MODELS WITH APPLICATIONS

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dc.creatorYOLANDA MAGALY GĂ“MEZ OLMOS
dc.creatorDIEGO IGNACIO GALLARDO MATELUNA
dc.date2023
dc.date.accessioned2025-01-10T15:42:37Z
dc.date.available2025-01-10T15:42:37Z
dc.date.issued2023
dc.description.abstractIN 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 MINIMUM VARIANCE UNBIASED ESTIMATOR (UMVUE) IN THIS CLASS. WE CONSIDER THREE SPECIAL CASES OF THIS CLASS, NAMELY THE EXPONENTIATED EXPONENTIAL (EE), THE POWER HALF-NORMAL AND THE POWER PIECEWISE EXPONENTIAL MODELS. WE COMPARE THE BIAS IN SIMULATION STUDIES AND FIND THAT THE MODIFIED METHOD IS DEFINITELY SUPERIOR, ESPECIALLY FOR SMALL SAMPLE SIZES, IN BOTH THE BIAS AND THE ROOT MEAN SQUARED ERROR. WE ILLUSTRATE OUR MODIFIED ESTIMATOR IN FOUR REAL DATA SET EXAMPLES, IN EACH OF WHICH THE MODIFIED ESTIMATES BETTER EXPLAIN THE VARIABILITY.
dc.formatapplication/pdf
dc.identifier.doihttps://doi.org/10.57805/revstat.v21i4.431
dc.identifier.issn1645-6726
dc.identifier.urihttps://repositorio.ubiobio.cl/handle/123456789/13296
dc.languagespa
dc.publisherREVSTAT-Statistical Journal
dc.relation.urihttps://doi.org/10.57805/revstat.v21i4.431
dc.rightsPUBLICADA
dc.subjectUMVUE
dc.subjectpower half-normal model
dc.subjectFirths method
dc.subjectexponentiated exponential model
dc.titleBIAS REDUCTION OF MAXIMUM LIKELIHOOD ESTIMATES FOR AN ASYMMETRIC CLASS OF POWER MODELS WITH APPLICATIONS
dc.typeARTĂŤCULO
dspace.entity.typePublication
ubb.EstadoPUBLICADA
ubb.Otra ReparticionDEPARTAMENTO DE ESTADISTICA
ubb.Otra ReparticionDEPARTAMENTO DE ESTADISTICA
ubb.SedeCONCEPCIĂ“N
ubb.SedeCONCEPCIĂ“N
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