Bias prevention of maximum likelihood estimates for scalar skew normal and skew t distributions
暂无分享,去创建一个
[1] P. A. P. Moran,et al. An introduction to probability theory , 1968 .
[2] A. Azzalini. A class of distributions which includes the normal ones , 1985 .
[3] Estimation of Frechet disribution parameters by joint distribution of ' m ' extremes , 1990 .
[4] D. Firth. Bias reduction of maximum likelihood estimates , 1993 .
[5] Russell C. H. Cheng,et al. Non-regular maximum likelihood problems , 1995 .
[6] David Firth,et al. Amendments and Corrections: Bias Reduction of Maximum Likelihood Estimates , 1995 .
[7] O. Barndorff-Nielsen. Quasi profile and directed likelihoods from estimating functions , 1995, Annals of the Institute of Statistical Mathematics.
[8] A. Azzalini,et al. The multivariate skew-normal distribution , 1996 .
[9] Luigi Pace,et al. Principles of statistical inference : from a neo-Fisherian perspective , 1997 .
[10] A. Azzalini,et al. Statistical applications of the multivariate skew normal distribution , 2009, 0911.2093.
[11] D. Dey,et al. A General Class of Multivariate Skew-Elliptical Distributions , 2001 .
[12] A. Azzalini,et al. Distributions generated by perturbation of symmetry with emphasis on a multivariate skew t‐distribution , 2003, 0911.2342.
[13] B. Liseo,et al. A note on reference priors for the scalar skew-normal distribution , 2006 .