Improved estimation of clutter properties in speckled imagery
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to
for a different version of it.References listed on IDEAS
- Ellis, David M. & Flannery, Mark J., 1992. "Does the debt market assess large banks, risk? : Time series evidence from money center CDs," Journal of Monetary Economics, Elsevier, vol. 30(3), pages 481-502, December.
- Hinkley, D. V., 1997. "Discussion of paper by H. Li & G.S. Maddala," Journal of Econometrics, Elsevier, vol. 80(2), pages 319-323, October.
- Ferrari, Silvia L. P. & Cribari-Neto, Francisco, 1998. "On bootstrap and analytical bias corrections," Economics Letters, Elsevier, vol. 58(1), pages 7-15, January.
- MacKinnon, James G. & Smith Jr., Anthony A., 1998.
"Approximate bias correction in econometrics,"
Journal of Econometrics, Elsevier, vol. 85(2), pages 205-230, August.
- James G. MacKinnon & Anthony A. Smith, Jr., "undated". "Approximate Bias Correction in Econometrics," GSIA Working Papers 1997-36, Carnegie Mellon University, Tepper School of Business.
- Mackinnon, J.G. & Smith, A.A., 1996. "Approximate Bias Correction in Econometrics," G.R.E.Q.A.M. 96a14, Universite Aix-Marseille III.
- MacKinnon, James G. & Smith, Anthony A., 1995. "Approximate Bias Correction in Econometrics," Queen's Economics Department Working Papers 273323, Queen's University - Department of Economics.
- James G. MacKinnon & P. Smith, 1995. "Approximate Bias Correction In Econometrics," Working Paper 919, Economics Department, Queen's University.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Girón, Edwin & Frery, Alejandro C. & Cribari-Neto, Francisco, 2012. "Nonparametric edge detection in speckled imagery," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 82(11), pages 2182-2198.
- Cribari-Neto, Francisco & Scher, Vinícius T. & Bayer, Fábio M., 2023. "Beta autoregressive moving average model selection with application to modeling and forecasting stored hydroelectric energy," International Journal of Forecasting, Elsevier, vol. 39(1), pages 98-109.
- Negreiros, Ana Cláudia Souza Vidal de & Lins, Isis Didier & Moura, Márcio José das Chagas & Droguett, Enrique López, 2020. "Reliability data analysis of systems in the wear-out phase using a (corrected) q-Exponential likelihood," Reliability Engineering and System Safety, Elsevier, vol. 197(C).
- Teuber, T. & Lang, A., 2012. "A new similarity measure for nonlocal filtering in the presence of multiplicative noise," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 3821-3842.
- Pianto, Donald M. & Cribari-Neto, Francisco, 2011. "Dealing with monotone likelihood in a model for speckled data," Computational Statistics & Data Analysis, Elsevier, vol. 55(3), pages 1394-1409, March.
- Stein, Markus Chagas & da Silva, Michel Ferreira & Duczmal, Luiz Henrique, 2014. "Alternatives to the usual likelihood ratio test in mixed linear models," Computational Statistics & Data Analysis, Elsevier, vol. 69(C), pages 184-197.
- Fonseca, Rodney V. & Cribari-Neto, Francisco, 2018. "Inference in a bimodal Birnbaum–Saunders model," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 146(C), pages 134-159.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Ospina, Raydonal & Cribari-Neto, Francisco & Vasconcellos, Klaus L.P., 2006. "Improved point and interval estimation for a beta regression model," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 960-981, November.
- Francisco Cribari-Neto & Maria Lima, 2010. "Sequences of bias-adjusted covariance matrix estimators under heteroskedasticity of unknown form," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 62(6), pages 1053-1082, December.
- Whitledge, Matthew D. & Winters, Drew B., 2015. "The price of liquidity: CD rates charged by money market funds," Journal of Banking & Finance, Elsevier, vol. 54(C), pages 104-114.
- Claeskens, Gerda & Aerts, Marc & Molenberghs, Geert, 2003. "A quadratic bootstrap method and improved estimation in logistic regression," Statistics & Probability Letters, Elsevier, vol. 61(4), pages 383-394, February.
- Ioannidou, V. & de Dreu, J., 2006. "The Impact of Explicit Deposit Insurance on Market Discipline," Other publications TiSEM 693cfa2c-76f1-4304-872f-f, Tilburg University, School of Economics and Management.
- María Soledad Martínez-Peria & Sergio Schmukler, 2002.
"Do Depositors Punish Banks for Bad Behavior? Market Discipline, Deposit Insurance, and Banking Crises,"
Central Banking, Analysis, and Economic Policies Book Series, in: Leonardo Hernández & Klaus Schmidt-Hebbel & Norman Loayza (Series Editor) & Klaus Schmidt-Hebbel (Se (ed.),Banking, Financial Integration, and International Crises, edition 1, volume 3, chapter 5, pages 143-174,
Central Bank of Chile.
- Maria Soledad Martinez Peria & Sergio L. Schmukler, 2001. "Do Depositors Punish Banks for Bad Behavior? Market Discipline, Deposit Insurance, and Banking Crises," Journal of Finance, American Finance Association, vol. 56(3), pages 1029-1051, June.
- Liang Jiang & Xiaohu Wang & Jun Yu, 2014. "On Bias in the Estimation of Structural Break Points," Working Papers 22-2014, Singapore Management University, School of Economics.
- Opiela, Timothy P., 2004. "Was there an implicit full guarantee at financial institutions in Thailand? Evidence of risk pricing by depositors," Journal of Comparative Economics, Elsevier, vol. 32(3), pages 519-541, September.
- D. McCullough, B. & Wilson, Berry, 2002. "On the accuracy of statistical procedures in Microsoft Excel 2000 and Excel XP," Computational Statistics & Data Analysis, Elsevier, vol. 40(4), pages 713-721, October.
- Jason Dietrich, 2005. "The effects of sampling strategies on the small sample properties of the logit estimator," Journal of Applied Statistics, Taylor & Francis Journals, vol. 32(6), pages 543-554.
- Lamers, Martien, 2015. "Depositor discipline and bank failures in local markets during the financial crisis," Research Report 15007-EEF, University of Groningen, Research Institute SOM (Systems, Organisations and Management).
- Kruse, Yves Robinson & Kaufmann, Hendrik, 2015. "Bias-corrected estimation in mildly explosive autoregressions," VfS Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112897, Verein für Socialpolitik / German Economic Association.
- anonymous, 1999. "Using subordinated debt as an instrument of market discipline," Staff Studies 172, Board of Governors of the Federal Reserve System (U.S.).
- Jiang, Liang & Wang, Xiaohu & Yu, Jun, 2018. "New distribution theory for the estimation of structural break point in mean," Journal of Econometrics, Elsevier, vol. 205(1), pages 156-176.
- Kruse, Robinson & Kaufmann, Hendrik & Wegener, Christoph, 2018. "Bias-corrected estimation for speculative bubbles in stock prices," Economic Modelling, Elsevier, vol. 73(C), pages 354-364.
- Müller, Ulrich K. & Wang, Yulong, 2019. "Nearly weighted risk minimal unbiased estimation," Journal of Econometrics, Elsevier, vol. 209(1), pages 18-34.
- George Kapetanios, 2003.
"Determining the Stationarity Properties of Individual Series in Panel Datasets,"
Working Papers
495, Queen Mary University of London, School of Economics and Finance.
- George Kapetanios, 2003. "Determining the Stationarity Properties of Individual Series in Panel Datasets," Working Papers 495, Queen Mary University of London, School of Economics and Finance.
- Kim, Jae H. & Fraser, Iain & Hyndman, Rob J., 2011.
"Improved interval estimation of long run response from a dynamic linear model: A highest density region approach,"
Computational Statistics & Data Analysis, Elsevier, vol. 55(8), pages 2477-2489, August.
- Jae H Kim & Iain Fraser & Rob J. Hyndman, 2010. "Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach," Working Papers 2010.06, School of Economics, La Trobe University.
- Jae H Kim & Iain Fraser & Rob J. Hyndman, 2010. "Improved Interval Estimation of Long Run Response from a Dynamic Linear Model: A Highest Density Region Approach," Working Papers 2010.06, School of Economics, La Trobe University.
- Yu, Jun, 2012.
"Bias in the estimation of the mean reversion parameter in continuous time models,"
Journal of Econometrics, Elsevier, vol. 169(1), pages 114-122.
- Jun Yu, 2007. "Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models," Working Papers CoFie-06-2008, Singapore Management University, Sim Kee Boon Institute for Financial Economics, revised Oct 2008.
- Jun Yu, 2009. "Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models," Microeconomics Working Papers 23045, East Asian Bureau of Economic Research.
- Jun Yu, 2009. "Bias in the Estimation of the Mean Reversion Parameter in Continuous Time Models," Working Papers 16-2009, Singapore Management University, School of Economics.
- Arteche, Josu & Orbe, Jesus, 2009. "Using the bootstrap for finite sample confidence intervals of the log periodogram regression," Computational Statistics & Data Analysis, Elsevier, vol. 53(6), pages 1940-1953, April.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:40:y:2002:i:4:p:801-824. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/csda .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.
Printed from https://ideas.repec.org/a/eee/csdana/v40y2002i4p801-824.html