A robust adjustment of the profile likelihood

DOI10.1214/aos/1033066212zbMath0905.62027OpenAlexW1977680321MaRDI QIDQ1922409

James E. Stafford

Publication date: 3 February 1999

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

Full work available at URL: https://doi.org/10.1214/aos/1033066212

zbMATH Keywords

robustnesscumulantsasymptotic relative efficiencycomputer algebraprofile likelihoodBartlett identities

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Robustness and adaptive procedures (parametric inference) (62F35) Asymptotic properties of parametric tests (62F05)

Related Items

Robust likelihood inference for multivariate correlated count data ⋮ Parametric robust test for several variances with unknown underlying distributions ⋮ A robust diagnostic plot for explanatory variables under model mis-specification ⋮ Interval estimation of the population mean under model uncertainty: Robust versus empirical statistics ⋮ Statistical evidence in contingency tables analysis ⋮ Parametric bootstrap under model mis-specification ⋮ Efficient semiparametric estimators via modified profile likelihood ⋮ Interpreting Statistical Evidence by using Imperfect Models: Robust Adjusted Likelihood Functions ⋮ A note on the likelihood-ratio statistic under model misspecification ⋮ Inferences of variance function – a parametric robust way ⋮ Robust Poisson regression ⋮ Inference from PseudoLikelihoods with Plug-In Estimates ⋮ Expedient universal robust likelihood method for general dispersed count data ⋮ Applied regression analysis bibliography update 1994-97

Cites Work

• A GENERAL METHOD FOR APPROXIMATING TO THE DISTRIBUTION OF LIKELIHOOD RATIO CRITERIA
• The Robust Inference for the Cox Proportional Hazards Model
• On parameter transformations and interval estimation
• Model Robust Confidence Intervals Using Maximum Likelihood Estimators
• Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information
• A symbolic algorithm for studying adjustments to the profile likelihood
• Maximum Likelihood Estimation of Misspecified Models
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item