Bias reduction when data are rounded |
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| Authors: | Christopher S Withers Saralees Nadarajah |
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| Institution: | 1. Industrial Research Limited, Lower Hutt, New Zealand;2. University of Manchester, Manchester, UK |
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| Abstract: | Analytical bias reduction methods are developed for univariate rounded data for the first time. Extensions are given to rounding of multivariate data, and to smooth functionals of several distributions. As a by‐product, we give for the first time the relation between rounded and unrounded multivariate cumulants. Estimators obtained by analytical bias reduction are compared with bootstrap and jackknife estimators by simulation. |
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| Keywords: | bias reduction cumulants rounding |
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