| dc.contributor | 統計系 | |
| dc.creator (作者) | 翁久幸 | |
| dc.creator (作者) | Weng, Ruby Chiu-Hsing;Coad, D. Stephen | |
| dc.date (日期) | 2021-12 | |
| dc.date.accessioned | 13-十二月-2023 13:54:59 (UTC+8) | - |
| dc.date.available | 13-十二月-2023 13:54:59 (UTC+8) | - |
| dc.date.issued (上傳時間) | 13-十二月-2023 13:54:59 (UTC+8) | - |
| dc.identifier.uri (URI) | https://nccur.lib.nccu.edu.tw/handle/140.119/148693 | - |
| dc.description.abstract (摘要) | Bias approximation has played an important rôle in statistical inference, and numerous bias calculation techniques have been proposed under different contexts. We provide a unified approach to approximating the bias of the maximum likelihood estimator and the l2 penalized likelihood estimator for both linear and nonlinear models, where the design variables are allowed to be random and the sample size can be a stopping time. The proposed method is based on the Woodroofe–Stein identity and is justified by very weak approximations. The accuracy of the derived bias formulas is assessed by simulation for several examples. The bias of the ridge estimator in high-dimensional settings is also discussed. | |
| dc.format.extent | 98 bytes | - |
| dc.format.mimetype | text/html | - |
| dc.relation (關聯) | Scandinavian Journal of Statistics, Vol.48, No.4, pp.1474-1497 | |
| dc.subject (關鍵詞) | bias calculation; l2penalized likelihood; maximum likelihood estimation; stopping time; very weak approximation; Woodroofe–Stein identity | |
| dc.title (題名) | Bias approximations for likelihood‐based estimators | |
| dc.type (資料類型) | article | |
| dc.identifier.doi (DOI) | 10.1111/sjos.12499 | |
| dc.doi.uri (DOI) | https://doi.org/10.1111/sjos.12499 | |
