| Bias Correction for Alternating Iterative Maximum Likelihood Estimators |
| Received:June 26, 2011 Revised:March 27, 2012 |
| Key Words:
maximum likelihood estimation (MLE) alternating iterative maximum likelihood estimator (AIMLE) asymptotic normality bias correction.
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| Fund Project:Supported by the National Natural Science Foundation of China (Grant Nos.71171035; 71173029; 10931002; 11071035), the Program for New Century Excellent Talents (Grant No.NCET-10-315) and Excellent Talents Program of Liaoning Educational Committee (Grant No.2008RC15). |
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| Abstract: |
| In this paper, we give a definition of the alternating iterative maximum likelihood estimator (AIMLE) which is a biased estimator. Furthermore we adjust the AIMLE to result in asymptotically unbiased and consistent estimators by using a bootstrap iterative bias correction method as in Kuk (1995). Two examples and simulation results reported illustrate the performance of the bias correction for AIMLE. |
| Citation: |
| DOI:10.3770/j.issn:2095-2651.2013.01.001 |
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