Sample Size Corrections for the Maximum Partial Likelihood Estimator
Authors:
F. R. B. Cruz a;
E. A. Colosimo a;
J. MacGregor Smith b
| Affiliations: | a Department of Statistics, Federal University of Minas Gerais, Belo Horizonte, MG, Brazil |
| b Department of Mechanical & Industrial Engineering, University of Massachusetts, Amherst, Massachusetts, USA |
DOI:
10.1081/SAC-120028432
Publication Frequency:
10 issues per year
Published in:
Communications in Statistics - Simulation and Computation,
Volume
33,
Issue
1
January
2004
, pages 35
- 47
Subjects:
Information Theory;
Probability Theory & Applications;
Statistical Computing;
Statistical Theory & Methods;
Statistics & Computing;
Formats available:
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Abstract
In this paper, resampling methods, namely the jackknife and the bootstrap, are considered for bias evaluation and correction of maximum partial likelihood estimators. A complete set of Monte Carlo simulations compare the proposed approaches with formulae recently proposed for bias correction to order n-1. The results indicate a competitive performance for these methods.
|
| Keywords: Maximum partial likelihood estimate; Censored data; Bootstrap; Jackknife |
| view references (23) |

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