中文
相关论文

相关论文: Improved estimators in beta prime regression model…

200 篇论文

In this paper we consider an extension of the beta regression model proposed by Ferrari and Cribari-Neto (2004). We extend their model in two different ways, first, we let the regression structure be nonlinear, second, we allow a regression…

统计方法学 · 统计学 2009-10-24 Alexandre B. Simas , Wagner Barreto-Souza , Andréa V. Rocha

In this paper, we propose a regression model where the response variable is beta prime distributed using a new parameterization of this distribution that is indexed by mean and precision parameters. The proposed regression model is useful…

统计方法学 · 统计学 2018-04-23 Marcelo Bourguignon , Manoel Santos-Neto , Mário de Castro

The inflated beta regression model is widely used for modeling continuous proportions with values at the boundaries. Maximum likelihood estimation for these models is well-known for its sensitivity to outliers, which can severely distort…

统计方法学 · 统计学 2026-05-15 Francisco Felipe Queiroz , Silvia Lopes de Paula Ferrari

In numerous regular statistical models, median bias reduction (Kenne Pagui et al., 2017) has proven to be a noteworthy improvement over maximum likelihood, alternative to mean bias reduction. The estimator is obtained as solution to a…

统计方法学 · 统计学 2020-12-01 Euloge Clovis Kenne Pagui , Alessandra Salvan , Nicola Sartori

The maximum-likelihood estimator of nonlinear panel data models with fixed effects is consistent but asymptotically-biased under rectangular-array asymptotics. The literature has thus far concentrated its effort on devising methods to…

计量经济学 · 经济学 2022-01-28 Ayden Higgins , Koen Jochmans

Beta regression models provide an adequate approach for modeling continuous outcomes limited to the interval (0,1). This paper deals with an extension of beta regression models that allow for explanatory variables to be measured with error.…

统计方法学 · 统计学 2013-04-11 Jalmar M. F. Carrasco , Silvia L. P. Ferrari , Reinaldo B. Arellano-Valle

Beta regression models are widely used for modeling continuous data limited to the unit interval, such as proportions, fractions, and rates. The inference for the parameters of beta regression models is commonly based on maximum likelihood…

统计方法学 · 统计学 2022-05-25 Terezinha K. A. Ribeiro , Silvia L. P. Ferrari

ReRecent studies in machine learning are based on models in which parameters or state variables are bounded restricted. These restrictions are from prior information to ensure the validity of scientific theories or structural consistency…

统计方法学 · 统计学 2024-01-26 Solmaz Seifollahi , Hossein Bevrani , Kristofer Mansson

The beta regression model is a useful framework to model response variables that are rates or proportions, that is to say, response variables which are continuous and restricted to the interval (0,1). As with any other regression model,…

统计方法学 · 统计学 2024-06-27 Luis Firinguetti , Manuel González-Navarrete , Romer Machaca-Aguilar

This paper investigates the use of bootstrap-based bias correction of semi-parametric estimators of the long memory parameter in fractionally integrated processes. The re-sampling method involves the application of the sieve bootstrap to…

统计方法学 · 统计学 2014-02-28 D. S. Poskitt , Gael M. Martin , Simone D. Grose

The objective of this work is to propose an asymptotic correction method for the estimators of parameters from regression models with covariates subject to classification errors. A correction was developed based on the least squares…

统计方法学 · 统计学 2025-07-11 Alexandre Garcia Dias , Mariana Rodrigues Motta , Alexandre Hild Aono

This paper introduces a new biased estimator for the negative binomial regression model that is a generalization of Liu-type estimator proposed for the linear model in [12]. Since the variance of the maximum likelihood estimator (MLE) is…

统计方法学 · 统计学 2016-04-11 Yasin Asar

This paper develops a bias correction scheme for a multivariate normal model under a general parameterization. In the model, the mean vector and the covariance matrix share the same parameters. It includes many important regression models…

统计方法学 · 统计学 2009-05-06 Alexandre G. Patriota , Artur J. Lemonte

This paper builds on recent research that focuses on regression modeling of continuous bounded data, such as proportions measured on a continuous scale. Specifically, it deals with beta regression models with mixed effects from a Bayesian…

An important challenge in statistical analysis lies in controlling the bias of estimators due to the ever-increasing data size and model complexity. Approximate numerical methods and data features like censoring and misclassification often…

The inflated beta regression model aims to enable the modeling of responses in the intervals $(0,1]$, $[0,1)$ or $[0,1]$. In this model, hypothesis testing is often performed based on the likelihood ratio statistic. The critical values are…

统计方法学 · 统计学 2017-02-03 Laís H. Loose , Fábio M. Bayer , Tarciana L. Pereira

The problem of reducing the bias of maximum likelihood estimator in a general multivariate elliptical regression model is considered. The model is very flexible and allows the mean vector and the dispersion matrix to have parameters in…

统计理论 · 数学 2016-02-01 Tatiane F. N. Melo , Silvia L. P. Ferrari , Alexandre G. Patriota

This paper investigates bootstrap-based bias correction of semiparametric estimators of the long memory parameter, $d$, in fractionally integrated processes. The re-sampling method involves the application of the sieve bootstrap to data…

统计方法学 · 统计学 2016-03-08 Don S. Poskitt , Gael M. Martin , Simone D. Grose

We consider the issue of performing accurate small sample inference in beta autoregressive moving average model, which is useful for modeling and forecasting continuous variables that assumes values in the interval $(0,1)$. The inferences…

统计计算 · 统计学 2017-02-16 Bruna Gregory Palm , Fábio M. Bayer

This paper proposes new linear regression models to deal with overdispersed binomial datasets. These new models, called tilted beta binomial regression models, are defined from the tilted beta binomial distribution, proposed assuming that…

统计方法学 · 统计学 2019-11-26 María Victoria Cifuentes-Amado , Edilberto Cepeda-Cuervo
‹ 上一页 1 2 3 10 下一页 ›