Rendering parametric procedures more robust by empirically tilting the model
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Publication:4506038
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Cited in
(11)- APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001
- Parametric robustness: Small biases can be worthwhile
- Maximum L\(q\)-likelihood estimation
- Efficient Robust Regression via Two-Stage Generalized Empirical Likelihood
- Reliable inference for complex models by discriminative composite likelihood estimation
- Depth-based weighted empirical likelihood and general estimating equations
- The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis.
- Choosing a robustness tuning parameter
- Generalizing parametric models by introducing trial-by-trial parameter variability: the case of TVA
- scientific article; zbMATH DE number 1779829 (Why is no real title available?)
- Weighted empirical likelihood estimates and their robustness properties
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