Robust estimation in models for independent non-identically distributed data

DOI10.1214/AOS/1176345783zbMath0513.62041OpenAlexW2026494172MaRDI QIDQ1050723

Rudolf Beran

Publication date: 1982

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aos/1176345783

zbMATH Keywords

probit modelmaximum likelihood estimatorsrobust estimationinfluence curveslogit modelcontamination neighborhoodnormal linear regression modelasymptotically minimax robust estimatorindependent non-identically distributed datanormal nonlinear regression model

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Robustness and adaptive procedures (parametric inference) (62F35) Minimax procedures in statistical decision theory (62C20) General nonlinear regression (62J02)

Related Items (7)

Weighted likelihood estimating equations: The discrete case with applications to logistic regression ⋮ One-step robust parametric estimation with application to random censoring model ⋮ On mean estimation for heteroscedastic random variables ⋮ A characteristic function approach to the biased sampling model, with application to robust logistic regression ⋮ Robust Wald-type tests for non-homogeneous observations based on the minimum density power divergence estimator ⋮ Semiparametric inference of proportional odds model based on randomly truncated data ⋮ Asymptotic optimality of estimators and tests in inadequate nonlinear regression

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