A robust adjustment of the profile likelihood

DOI10.1214/AOS/1033066212MaRDI QIDQ1922409zbMATH OpenOpenAlexFDO

Authors 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

profile likelihoodrobustnesscomputer algebraasymptotic relative efficiencyBartlett identitiescumulants

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(18)

• Robust Poisson regression
• Parametric bootstrap under model mis-specification
• Parametric robust test for several variances with unknown underlying distributions
• Interpreting Statistical Evidence by using Imperfect Models: Robust Adjusted Likelihood Functions
• Efficient semiparametric estimators via modified profile likelihood
• Statistical evidence in contingency tables analysis
• Inference from pseudolikelihoods with plug-in estimates
• Robust likelihood inference for multivariate correlated count data
• A robust diagnostic plot for explanatory variables under model mis-specification
• The Effects of Rounding on Likelihood Procedures
• scientific article; zbMATH DE number 720756 (Why is no real title available?)
• scientific article; zbMATH DE number 4180557 (Why is no real title available?)
• Applied regression analysis bibliography update 1994-97
• Inferences of variance function – a parametric robust way
• A note on the likelihood-ratio statistic under model misspecification
• Model Robust Confidence Intervals Using Maximum Likelihood Estimators
• Interval estimation of the population mean under model uncertainty: Robust versus empirical statistics
• Expedient universal robust likelihood method for general dispersed count data

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