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 ...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.展开更多
基金Supported by the National Natural Science Foundation of China(Grant Nos.7117103571173029+3 种基金1093100211071035)the Program for New Century Excellent Talents(Grant No.NCET-10-315)Excellent TalentsProgram of Liaoning Educational Committee(Grant No.2008RC15)
文摘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.
