Higher‐order asymptotics under model misspecification

DOI10.2307/3315632zbMath0858.62023OpenAlexW1991460311MaRDI QIDQ4715855

Nancy Reid, K. Viraswami

Publication date: 23 March 1997

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3315632

zbMATH Keywords

Edgeworth seriesmodel misspecificationmultiparameter casehigher-order resultsrobust score test statisticrobust Wald test statistic

Mathematics Subject Classification ID

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

Related Items (11)

Asymptotic expansions for the estimators of Lagrange multipliers and associated parameters by the maximum likelihood and weighted score methods ⋮ Asymptotic cumulants of the minimum phi-divergence estimator for categorical data under possible model misspecification ⋮ Asymptotic cumulants of the estimator of the canonical parameter in the exponential family ⋮ Interview with Nancy Reid ⋮ Interval estimation of the population mean under model uncertainty: Robust versus empirical statistics ⋮ Parametric bootstrap under model mis-specification ⋮ A note on the likelihood-ratio statistic under model misspecification ⋮ Bootstrap tests for misspecified models, with application to clustered binary data. ⋮ Test statistics arising from quasi likelihood: Bartlett adjustment and higher-order power ⋮ Asymptotic expansions for the pivots using log-likelihood derivatives with an application in item response theory ⋮ Asymptotic expansions for the ability estimator in item response theory

Cites Work

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• Asymptotic expansions of the distributions of some test statistics
• A modified score test statistic having chi-squared distribution to order n⁻¹
• An asymptotic expansion for the null distribution of the efficient score statistic
• Model Robust Confidence Intervals Using Maximum Likelihood Estimators
• Asymptotic properties of a conditional maximum‐likelihood estimator
• Robust Bounded-Influence Tests in General Parametric Models

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