Robust statistical inference: weighted likelihoods or usual m-estimation?

DOI10.1080/03610929608831858zbMath0900.62165OpenAlexW1974275314MaRDI QIDQ3125773

Marianthi Markatou

Publication date: 20 May 1997

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610929608831858

zbMATH Keywords

likelihoodrobustnessweight functioninfluence functionbiasestimating equations

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (11)

Robust bootstrap prediction intervals for univariate and multivariate autoregressive time series models ⋮ Robust minimum distance estimation of a linear regression model with correlated errors in the presence of outliers ⋮ A one-step robust estimator for regression based on the weighted likelihood reweighting scheme ⋮ Forecasting functional time series using weighted likelihood methodology ⋮ Robust estimation with exponentially tilted Hellinger distance ⋮ The iteratively reweighted estimating equation in minimum distance problems ⋮ A robust partial least squares approach for function-on-function regression ⋮ Weighting Method for a Linear Mixed Model ⋮ Applied regression analysis bibliography update 1994-97 ⋮ A robust estimation method for the linear regression model parameters with correlated error terms and outliers ⋮ The residual adjustment function and weighted likelihood: a graphical interpretation of robustness of minimum disparity estimators.

Cites Work

• Efficiency versus robustness: The case for minimum Hellinger distance and related methods
• Minimum disparity estimation for continuous models: Efficiency, distributions and robustness
• Robust Likelihoods
• Robust Estimation: A Weighted Maximum Likelihood Approach
• Robust Statistics

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