Model Robust Confidence Intervals Using Maximum Likelihood Estimators

DOI10.2307/1403146zbMath0596.62032OpenAlexW2330302092MaRDI QIDQ3729820

Richard M. Royall

Publication date: 1986

Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1403146

zbMATH Keywords

robustnessmaximum likelihood estimatorvariance estimatordelta methodlarge-sample theoryconsistentasymptotically normal

Mathematics Subject Classification ID

Parametric tolerance and confidence regions (62F25) Robustness and adaptive procedures (parametric inference) (62F35)

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