Australian & New Zealand Journal of Statistics

Theory & Methods: Second‐order biases of the maximum likelihood estimates in von Mises regression models

Journal Article

This paper discusses issues related to the improvement of maximum likelihood estimates in von Mises regression models. It obtains general matrix expressions for the second‐order biases of maximum likelihood estimates of the mean parameters and concentration parameters. The formulae are simple to compute, and give the biases by means of weighted linear regressions. Simulation results are presented assessing the performance of corrected maximum likelihood estimates in these models.

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