The Lomax (Pareto II) distribution has found wide application in a variety of fields. We analyze the second-order bias … of the maximum likelihood estimators of its parameters for finite sample sizes, and show that this bias is positive. We … derive an analytic bias correction which reduces the percentage bias of these estimators by one or two orders of magnitude …

in small samples. We show that the methodology suggested by Cox and Snell (1968) can be used very easily to bias …-adjust these estimators. A simulation study shows that this analytic correction is frequently much more effective than bias …-adjusting using the bootstrap – generally by an order of magnitude in percentage terms. The two bias-correction methods considered …

different methods of estimations are used. The first method is the SIMEX algorithm which attempts to estimate the bias, and … kernel regression context, we derive the limit distribution of the SIMEX estimate. With the regression spline technique, two … ; Measurement Error ; Local Polynomial Regression ; SIMEX ; Asymptotic theory ; Estimating Equations ; Nonlinear Regression …

-in-Variables ; Nonlinear Models ; Power Transformations ; Regression Calibration ; SIMEX ; Spline Transformations ; Transform-Both-Sides …