A third-order bias corrected estimate in generalized linear models
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DOI: 10.1007/s11749-006-0002-1
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References listed on IDEAS
- Cordeiro, Gauss M. & Klein, Ruben, 1994. "Bias correction in ARMA models," Statistics & Probability Letters, Elsevier, vol. 19(3), pages 169-176, February.
- 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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Cited by:
- 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.
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More about this item
Keywords
Bias correction; Canonical model; Cumulant; Gamma model; Generalized linear model; Maximum likelihood estimate; Mean squared error; 62F03; 62A05;All these keywords.
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