Bias-correction for Weibull Common Shape Estimation

Bias-correction for Weibull Common Shape Estimation

A general method for correcting the bias of the maximum likelihood estimator (MLE) of the common shape parameter of Weibull populations, allowing a general right censorship, is proposed in this paper. Extensive simulation results show that the new method is very effective in correcting the bias of th...

Full description

Saved in:
Bibliographic Details
Main Authors: SHEN, Yan, YANG, Zhenlin
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2015
Subjects:
Bias correction
Bootstrap
Right censoring
Stochastic expansion
Weibull models
Econometrics
Online Access:https://ink.library.smu.edu.sg/soe_research/1574
https://ink.library.smu.edu.sg/context/soe_research/article/2573/viewcontent/ShenYang_JSCS2014f.pdf
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/soe_research/1574
https://ink.library.smu.edu.sg/context/soe_research/article/2573/viewcontent/ShenYang_JSCS2014f.pdf

Similar Items