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Bias Correction for Alternating Iterative Maximum Likelihood Estimators
  • ISSN号：2095-2651
  • 期刊名称：《数学研究及应用：英文版》
  • 时间：0
  • 分类：O212.1[理学—概率论与数理统计;理学—数学] TN911.22[电子电信—通信与信息系统;电子电信—信息与通信工程]
  • 作者机构：[1]School of Mathematics and Quantitative Economics, Dongbei University of Finance and Economics, Liaoning 116025, P. R, China, [2]Key Laboratory for Applied Statistics of MOE and School of Mathematics and Statistics, Northeast Normal University, Jilin 130024, P. R. China
  • 相关基金：Supported by the National Natural Science Foundation of China （Grant Nos. 71171035; 71173029; 10931002; 11071035）, the Program for New Century Excellent Talents （Grant No. NCET-10-315） and Excellent Talents Program of Liaoning Educational Committee （Grant No. 2008RC15）.
作者： Gang YU[1], Wei GAO[2], Ningzhong SHI[2]
关键词： 最大似然估计, 交替迭代, 偏置校正, 有偏估计, 校正方法, 仿真结果, maximum likelihood estimation （NILE）, alternating iterative maximum likelihoodestimator （AIMLE）, asymptotic normality, bias correction.
中文摘要：

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.

英文摘要：

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.

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期刊信息
  • 《数学研究及应用：英文版》
  • 中国科技核心期刊
  • 主管单位:国家教育部
  • 主办单位:大连理工大学
  • 主编：王仁宏
  • 地址：大连理工大学应用数学系
  • 邮编：116024
  • 邮箱：
  • 电话：0411-84707392
  • 国际标准刊号：ISSN：2095-2651
  • 国内统一刊号：ISSN：21-1579/O1
  • 邮发代号:8-92
  • 获奖情况:
  • 1998年大连市优秀期刊奖,2000年大连市优秀期刊奖
  • 国内外数据库收录:
  • 俄罗斯文摘杂志,美国数学评论（网络版）,德国数学文摘,日本日本科学技术振兴机构数据库,中国中国科技核心期刊
  • 被引量:36