Fitting a normal distribution when the model is wrong

DOI10.1023/A:1003220407410MaRDI QIDQ1384404zbMATH OpenOpenAlexFDO

Authors C. B. Stride, John Copas

Publication date 6 August 1998

Published in Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1003220407410

zbMATH Keywords

local likelihoodmodel misspecificationsemi-parametric inference

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Nonparametric estimation (62G05) Density estimation (62G07) Nonparametric robustness (62G35)

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Cited in

(2)

• The Exact Amount of t-ness That the Normal Model Can Tolerate
• On the misspecification of a lognormal distribution

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