Robust inference for ordinal response models
DOI10.1214/17-EJS1314zbMATH Open1390.62041OpenAlexW2761458806MaRDI QIDQ2408243FDOQ2408243
Authors: M. Iannario, Anna Clara Monti, Domenico Piccolo, Elvezio Ronchetti
Publication date: 12 October 2017
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1507255610
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Cited In (15)
- Robust estimation for ordinal regression
- An accelerated EM algorithm for mixture models with uncertainty for rating data
- The class of \textsc{cub} models: statistical foundations, inferential issues and empirical evidence
- Generalized residuals and outlier detection for ordinal data with challenging data structures
- Sparser Ordinal Regression Models Based on Parametric and Additive Location‐Shift Approaches
- Robust and efficient estimation in ordinal response models using the density power divergence
- New estimation techniques for ordinal sensitive variables
- Bayesian method to detect outliers for ordinal data
- Robust link functions
- The number of response categories in ordered response models
- Gini heterogeneity index for detecting uncertainty in ordinal data surveys
- Properties of maximum likelihood estimates of the ratio of parameters in ordinal response regression models
- Robustness issues for \textsc{cub} models
- Cumulative and CUB Models for Rating Data: A Comparative Analysis
- Ordinal regression: a review and a taxonomy of models
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