Robust Estimation: A Weighted Maximum Likelihood Approach
From MaRDI portal
Publication:4850159
DOI10.2307/1403770zbMATH Open0825.62428OpenAlexW2010102461MaRDI QIDQ4850159FDOQ4850159
Authors:
Publication date: 28 November 1995
Published in: International Statistical Review / Revue Internationale de Statistique (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1403770
Cited In (27)
- Strategies for handling missing data in longitudinal studies with questionnaires
- A Comparison of confidence intervals for generalized extreme-value distributions
- Improving predictive inference under covariate shift by weighting the log-likelihood function
- Weighting method for a linear mixed model
- A robust test for asymptotic independence of bivariate extremes
- \(\gamma\)-SUP: a clustering algorithm for cryo-electron microscopy images of asymmetric particles
- Adaptively truncated maximum likelihood regression with asymmetric errors.
- Normalized estimating equation for robust parameter estimation
- Fitting log-\(F\) models robustly, with an application to the analysis of extreme values.
- A weighted strategy to handle likelihood uncertainty in Bayesian inference
- Weighted likelihood estimating equations: The discrete case with applications to logistic regression
- Robust statistical inference: weighted likelihoods or usual m-estimation?
- Parameter and quantile estimation for a fatigue model.
- Robust fitting for generalized additive models for location, scale and shape
- The weighted likelihood
- Projection theorems and estimating equations for power-law models
- Robust state space models for estimating fish stock maturities
- Outcomes matter: estimating pre-transplant survival rates of kidney-transplant patients using simulator-based propensity scores
- Robust weighted likelihood estimators with an application to bivariate extreme value problems
- Statistical inference based on a new weighted likelihood approach
- On the weak convergence and central limit theorem of blurring and nonblurring processes with application to robust location estimation
- Robust estimation of extremes
- Derivation of mixture distributions and weighted likelihood function as minimizers of KL-divergence subject to constraints
- Maximum weighted likelihood estimator for robust heavy-tail modelling of finite mixture models
- Applied regression analysis bibliography update 1994-97
- A robust prediction error criterion for pareto modelling of upper tails
- A new weighted likelihood approach
This page was built for publication: Robust Estimation: A Weighted Maximum Likelihood Approach
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4850159)
