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Improved maximum likelihood estimators in a heteroskedastic errors-in-variables model

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  • Alexandre Patriota
  • Artur Lemonte
  • Heleno Bolfarine

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  • Alexandre Patriota & Artur Lemonte & Heleno Bolfarine, 2011. "Improved maximum likelihood estimators in a heteroskedastic errors-in-variables model," Statistical Papers, Springer, vol. 52(2), pages 455-467, May.
    • Handle: RePEc:spr:stpapr:v:52:y:2011:i:2:p:455-467
    DOI: 10.1007/s00362-009-0243-7
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    References listed on IDEAS

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    1. Patriota, Alexandre G. & Lemonte, Artur J., 2009. "Bias correction in a multivariate normal regression model with general parameterization," Statistics & Probability Letters, Elsevier, vol. 79(15), pages 1655-1662, August.
    2. Cordeiro, Gauss M., 2008. "Corrected Maximum Likelihood Estimators in Linear Heteroskedastic Regression Models," Brazilian Review of Econometrics, Sociedade Brasileira de Econometria - SBE, vol. 28(1), May.
    3. Cordeiro, Gauss M. & Vasconcellos, Klaus L. P., 1997. "Bias correction for a class of multivariate nonlinear regression models," Statistics & Probability Letters, Elsevier, vol. 35(2), pages 155-164, September.
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    Citations

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    Cited by:

    1. Christopher Withers & Saralees Nadarajah, 2013. "Calibration with low bias," Statistical Papers, Springer, vol. 54(2), pages 371-379, May.
    2. Jing-Jing Zhang & Han-Ying Liang & Amei Amei, 2014. "Asymptotic normality of estimators in heteroscedastic errors-in-variables model," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 98(2), pages 165-195, April.
    3. Artur J. Lemonte & Germán Moreno–Arenas, 2020. "Improved Estimation for a New Class of Parametric Link Functions in Binary Regression," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 82(1), pages 84-110, May.
    4. Guo-Liang Fan & Han-Ying Liang & Jiang-Feng Wang, 2013. "Empirical likelihood for heteroscedastic partially linear errors-in-variables model with α-mixing errors," Statistical Papers, Springer, vol. 54(1), pages 85-112, February.
    5. Mário Castro & Manuel Galea, 2015. "Inference in a structural heteroskedastic calibration model," Statistical Papers, Springer, vol. 56(2), pages 479-494, May.

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