The Exact Amount of t-ness That the Normal Model Can Tolerate
DOI10.2307/2290869zbMath0801.62035OpenAlexW4250789801MaRDI QIDQ4305738
Publication date: 30 November 1994
Published in: Journal of the American Statistical Association (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2290869
robustnessmaximum likelihood estimationlocationrobust regressionscale\(t\)-distributionnonnormal modelslocal asymptotic framework\(t\)-distributed residuals\(t\)-nesschoice of modelcompromise estimatorscorner asymptoticsdeliberate biasgeneral normal scale mixturesguarding against heavier tailsincorrect normal model
Linear regression; mixed models (62J05) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)
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