An Introduction to Bartlett Correction and Bias Reduction

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Beschreibung

This book presents a concise introduction to Bartlett and Bartlett-type corrections of statistical tests and bias correction of point estimators. The underlying idea behind both groups of corrections is to obtain higher accuracy in small samples. While the main focus is on corrections that can be analytically derived, the authors also present alternative strategies for improving estimators and tests based on bootstrap, a data resampling technique and discuss concrete applications to several important statistical models.



Autorentext

Gauss M. Cordeiro is a Professor of Statistics at Universidade Federal de Pernambuco in Brazil. He is a former chief editor of the Brazilian Journal of Probability and Statistics and a former president of the Brazilian Statistical Association.

Francisco Cribari-Neto is a Professor of Statistics at Universidade Federal de Pernambuco in Brazil. He is a former applications editor of the Brazilian Journal of Probability and Statistics and a former president of the Brazilian Econometric Society.



Inhalt
Preface.- Likelihood-Based Inference and Finite-Sample Corrections: A Brief Overview.- Bartlett Corrections and Bootstrap Testing Inference.- Bartlett-Type Corrections.- Analytical and Bootstrap Bias Corrections.- Supplementary Material.- Glossary.

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Produktinformationen

Titel
An Introduction to Bartlett Correction and Bias Reduction
Autor
EAN
9783642552557
ISBN
978-3-642-55255-7
Format
E-Book (pdf)
Hersteller
Springer Berlin Heidelberg
Herausgeber
Springer
Genre
Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik
Veröffentlichung
08.05.2014
Digitaler Kopierschutz
Wasserzeichen
Dateigrösse
1.87 MB
Anzahl Seiten
107
Jahr
2014
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