A central object in asymptotic likelihood theory is the calculation of the second-order biases of the maximum likelihood estimates (MLEs). To improve the accuracy of these estimates, substantial effort has gone into computing the cumulants of log-likelihood derivatives which are, however, notoriously cumbersome.

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Bias Correction

  • Gauss M. Cordeiro

摘要

A central object in asymptotic likelihood theory is the calculation of the second-order biases of the maximum likelihood estimates (MLEs). To improve the accuracy of these estimates, substantial effort has gone into computing the cumulants of log-likelihood derivatives which are, however, notoriously cumbersome.