Bias-correction for Weibull Common Shape Estimation

• Main Authors: SHEN, Yan, YANG, Zhenlin
• 格式: text
• 語言: English
• 出版: Institutional Knowledge at Singapore Management University 2015
• 主題: Bias correction; Bootstrap; Right censoring; Stochastic expansion; Weibull models; Econometrics
• 在線閱讀: https://ink.library.smu.edu.sg/soe_research/1574; https://ink.library.smu.edu.sg/context/soe_research/article/2573/viewcontent/ShenYang_JSCS2014f.pdf
• 機構: Singapore Management University

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...