Improved likelihood inferences for Weibull regression model

Improved likelihood inferences for Weibull regression model

A general procedure is developed for bias-correcting the maximum likelihood estimators (MLEs) of the parameters of Weibull regression model with either complete or right-censored data. Following the bias correction, variance corrections and hence improved t-ratios for model parameters are presented....

Full description

Saved in:
Bibliographic Details
Main Authors: SHEN, Yan, YANG, Zhenlin
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2017
Subjects:
Bias correction
variance correction
bootstrap
improved t-ratios
stochastic expansion
right censoring
Econometrics
Online Access:https://ink.library.smu.edu.sg/soe_research/2080
https://ink.library.smu.edu.sg/context/soe_research/article/3080/viewcontent/ShenYang2016.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/2080
https://ink.library.smu.edu.sg/context/soe_research/article/3080/viewcontent/ShenYang2016.pdf

Similar Items