| 交替迭代最大似然估计量的偏倚校正 |
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| 引用本文： | 于刚,高巍,史宁中. 交替迭代最大似然估计量的偏倚校正[J]. 数学研究及应用, 2013, 33(1): 1-10 |
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| 作者姓名： | 于刚 高巍 史宁中 |
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| 作者单位： | 东北财经大学数学与数量经济学院, 辽宁 大连 116025;东北师范大学应用统计教育部重点实验室，数学与统计学院，吉林 长春 130024;东北师范大学应用统计教育部重点实验室，数学与统计学院，吉林 长春 130024 |
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| 基金项目： | 国家自然科学基金(Grant Nos. 71171035; 71173029; 10931002; 11071035), 教育部新世纪优秀人才支持计划(Grant No. NCET-10-315),辽宁省优秀人才支持计划项目(Grant No.2008RC15). |
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| 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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| 关 键 词： | maximum likelihood estimation (MLE) alternating iterative maximum likelihood estimator (AIMLE) asymptotic normality bias correction. MR(2010) Subject Classification 62F10 62F12 62F40 |
| 收稿时间： | 2011-06-26 |
| 修稿时间： | 2012-03-27 |
Bias Correction for Alternating Iterative Maximum Likelihood Estimators |
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| Gang YU,Wei GAO and Ningzhong SHI. Bias Correction for Alternating Iterative Maximum Likelihood Estimators[J]. Journal of Mathematical Research with Applications, 2013, 33(1): 1-10 |
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| Authors: | Gang YU Wei GAO Ningzhong SHI |
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| Affiliation: | 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 |
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| Abstract: | 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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| Keywords: | maximum likelihood estimation (MLE) alternating iterative maximum likelihood estimator (AIMLE) asymptotic normality bias correction. |
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