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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| 格式: | text |
| 語言: | English |
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Institutional Knowledge at Singapore Management University
1997
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| 在線閱讀: | https://ink.library.smu.edu.sg/soe_research/365 |
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| 機構: | Singapore Management University |
| 語言: | English |