Ryan Godwin and I have a new paper - "Improved Analytic Bias Correction for Maximum Likelihood Estimators". You can download it from here.This paper proposes a modification of the Cox-Snell/Cordeiro-Klein bias correction technique that we've used in ou...
![twilight zone [of statistics]](https://xianblog.files.wordpress.com/2016/02/mix2means.jpg?w=400&h=400)
“I have decided that mixtures, like tequila, are inherently evil and should be avoided at all costs.” L. Wasserman Larry Wasserman once remarked that finite mixtures were like the twilight zone of statistics, thanks to the numerous idiosyncrasies associated with such models. And George Casella had similar strong reservations about mixture estimation. Avi Feller and […]
Some suggestions for the coming month:Franses, P. H., 2016. A note on the mean absolute scaled error. International Journal of Forecasting, 32, 20-22.Gorroochurn, P., 2015. On Galton's change from 'reversion' to 'regression'. American Statistician, in ...
Abeln, B. and J. P. A. M. Jacobs, 2015. Seasonal adjustment with and without revisions: A comparison of X-13ARIMA-SEATS and CAMPLET. CAMA Working Paper 25/2015, Crawford School of Public Policy, Australian National University.Chan, J. C. C. and A. L. G...
This post is prompted by a question raised by Irfan, one of this blog's readers, in some email correspondence with me a while back.The question was to do with imposing inequality constraints on the parameter estimates when applying maximum likelihood e...
The Maximum Likelihood Estimator (MLE) is extremely widely used in statistics, and in the various "metrics" disciplines such as econometrics. This is because this estimator has several highly desirable properties, as long as the sample size is sufficie...
In an earlier post I mentioned a paper that I co-authored with Xiao Ling. The paper is "Bias reduction for the maximum likelihood estimator of the parameters of the generalized Rayleigh family of distributions. Communications in Statistics - ...
Yesterday, Stephen Stigler presented the (ASA) President's Invited Address to an overflow, and appreciative, audience at the 2014 Joint Statistical Meetings in Boston. The title of his talk was, "The Seven Pillars of Statistical Wisdom".I'd been l...
If you're interested in downloading a copy of my recent paper with Xiao Ling, "Bias Reduction for the Maximum Likelihood Estimator of the Parameters of the Generalized Rayleigh Family of Distributions", but don't have a subscription to Communications i...
Another of my papers on analytic bias-correction has now been published. This one is with a former M.A. student, Xiao Ling.The details are: Xiao Ling and David E. Giles, "Bias reduction for the maximum likelihood estimator of the parameters of th...
