Rendering parametric procedures more robust by empirically tilting the model
DOI10.1093/BIOMET/87.2.453zbMATH Open0948.62022OpenAlexW2153008053MaRDI QIDQ4506038FDOQ4506038
Authors: Edwin Choi, Presnell, Brett, Peter Hall
Publication date: 2000
Published in: Biometrika (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/biomet/87.2.453
Recommendations
- Robustly parameterised higher-order probabilistic models
- Parametric robustness: Small biases can be worthwhile
- Robust regression modeling via parametric likelihoods: an alternative to using the skew \(t\) distribution and several rank-based methods
- Robust estimation on a parametric model via testing
- A semi-parametric approach to robust parameter design
- A parametric framework for the comparison of methods of very robust regression
- Robust parameter estimation of regression models under weakened moment assumptions
- Improving efficient marginal estimators in bivariate models with parametric marginals
bootstrapKullback-Leibler distanceexponential familyinfluence curveHellinger distanceweighted bootstrapbreakdown propertiespower-divergence
Graphical methods in statistics (62A09) Robustness and adaptive procedures (parametric inference) (62F35)
Cited In (11)
- Choosing a robustness tuning parameter
- The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis.
- Depth-based weighted empirical likelihood and general estimating equations
- Reliable inference for complex models by discriminative composite likelihood estimation
- Title not available (Why is that?)
- Generalizing parametric models by introducing trial-by-trial parameter variability: the case of TVA
- Weighted empirical likelihood estimates and their robustness properties
- Maximum L\(q\)-likelihood estimation
- APPLIED REGRESSION ANALYSIS BIBLIOGRAPHY UPDATE 2000–2001
- Efficient Robust Regression via Two-Stage Generalized Empirical Likelihood
- Parametric robustness: Small biases can be worthwhile
This page was built for publication: Rendering parametric procedures more robust by empirically tilting the model
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4506038)