The residual adjustment function and weighted likelihood: a graphical interpretation of robustness of minimum disparity estimators.
DOI10.1016/S0167-9473(01)00047-0zbMATH Open1119.62302OpenAlexW2057412823MaRDI QIDQ1608620FDOQ1608620
Authors: Chanseok Park, Ayanendranath Basu, Bruce G. Lindsay 
Publication date: 8 August 2002
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0167-9473(01)00047-0
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Cites Work
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- Weighted Likelihood Equations with Bootstrap Root Search
- Minimum disparity estimation for continuous models: Efficiency, distributions and robustness
- Minimum Hellinger Distance Estimation for the Analysis of Count Data
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- ROBUST INFERENCE IN PARAMETRIC MODELS USING THE FAMILY OF GENERALIZED NEGATIVE EXPONENTIAL DISPARITIES
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- Tests of hypotheses in discrete models based on the penalized Hellinger distance
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- Robust minimum distance inference based on combined distances
- The generalized kullback-leibler divergence and robust inference
- On disparity based goodness-of-fit tests for multinomial models
Cited In (9)
- Some variants of minimum disparity estimation
- Robust estimation for multivariate wrapped models
- Notes on Pearson residuals and weighted likelihood estimating equations
- Robust fitting of mixtures of GLMs by weighted likelihood
- Weighted likelihood estimation of multivariate location and scatter
- Discussion of: ``The power of monitoring: how to make the most of a contaminated multivariate sample
- A weighted strategy to handle likelihood uncertainty in Bayesian inference
- Robust estimation for circular data
- Robust estimation based on a novel family of arctan disparities and the limitation of the second order influence function
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