Bias Reduction Via Resampling for Estimation Following Sequential Tests
It is well known that maximum likelihood (ML) estimation results in biased estimates when estimating parameters following a sequential test. Existing bias correction methods rely on explicit calculations of the bias that are often difficult to derive. We suggest a simple alternative to the existing...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
1997
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/365 |
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| Institution: | Singapore Management University |
| Language: | English |