An Introduction to Bartlett Correction and Bias Reduction

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.

Inhaltsverzeichnis

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.

Bericht

From the book reviews:
"This monograph endeavors to give a review of research on the topic of Bartlett and Bartlett-type corrections that can be applied to test statistics as well as bias corrections of maximum likelihood estimators. The authors have written an interesting book, which is intended to serve the need of researchers and graduate students in statistics. The book could also be very useful as a supplement for graduate level courses among others in statistical inference." (Apostolos Batsidis, zbMATH 1306.62025, 2015)

Produktdetails

• Autoren: Gauss M. Cordeiro, Francisco Cribari-Neto
• Verlag: Springer, Berlin
• Sprache: Englisch
• Produktform: Taschenbuch
• Erschienen: 20.05.2014
• EAN: 9783642552540
• ISBN: 978-3-642-55254-0
• Seiten: 107
• Abmessung: 154 mm x 7 mm x 242 mm
• Gewicht: 196 g
• Illustration: XI, 107 p.
• Serie: SpringerBriefs in Statistics
• Themen: Naturwissenschaften, Medizin, Informatik, Technik > Mathematik > Wahrscheinlichkeitstheorie, Stochastik, Mathematische Statistik; C, Economics, finance, business & management, Statistics, Mathematics and Statistics, Statistical Theory and Methods, Probability & statistics, Quantitative Economics, Econometrics & economic statistics, Econometrics