首页 | 本学科首页   官方微博 | 高级检索  
     检索      


Second-order biases of the maximum likelihood estimates in von Mises regression models
Authors:Gauss M Cordeiro  & Klaus LP Vasconcellos
Institution:Universidade Federal de Pernambuco
Abstract:This paper discusses issues related to the improvement of maximum likelihood estimates in von Mises regression models. It obtains general matrix expressions for the second-order biases of maximum likelihood estimates of the mean parameters and concentration parameters. The formulae are simple to compute, and give the biases by means of weighted linear regressions. Simulation results are presented assessing the performance of corrected maximum likelihood estimates in these models.
Keywords:bias correction  generalized linear models  iteratively reweighted least squares  maximum likelihood estimate  von Mises regression model
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号