Search Results - subject:"bias function"

On extension of some identities for the bias and risk functions in elliptically contoured distributions

Nkurunziza, Sévérien; Chen, Fuqi - In: Journal of Multivariate Analysis 122 (2013) C, pp. 190-201

In this paper, we are interested in an estimation problem concerning the mean parameter of a random matrix whose distribution is elliptically contoured. We derive two general formulas for the bias and risk functions of a class of multidimensional shrinkage-type estimators. As a by product, we...

Persistent link: https://www.econbiz.de/10010702806

Approximate Bias Correction in Econometrics

MacKinnon, James G.; Jr., Anthony A. Smith - 1995

necessary that the bias function, which relates parameter values to bias, should be estimable by computer simulation or by some … evaluations of the bias function will be required to do this. Unfortunately, reducing bias may increase the variance, or even the …

Persistent link: https://www.econbiz.de/10011940578

Approximate Bias Correction in Econometrics

MacKinnon, James G.; Anthony A. Smith Jr. - Economics Department, Queen's University - 1995

Persistent link: https://www.econbiz.de/10005209135