Parametric robust inference about regression parameters for the correlation coefficient
DOI10.1080/02331880601013791zbMATH Open1125.62016OpenAlexW2033933650MaRDI QIDQ5429693FDOQ5429693
Authors: Chien-Hung Chen, Tsung-Shan Tsou 
Publication date: 3 December 2007
Published in: Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/02331880601013791
Recommendations
- Robust Inference for the Correlation Coefficient—A Parametric Method
- Parametric simultaneous robust inferences for regression coefficient under generalized linear models
- Robust likelihood inferences about regression parameters for general bivariate continuous data
- Robust likelihood inference for regression parameters in partially linear models
- Likelihood inferences for the link function without knowing the true underlying distributions
Asymptotic properties of parametric estimators (62F12) Measures of association (correlation, canonical correlation, etc.) (62H20) Generalized linear models (logistic models) (62J12) Robustness and adaptive procedures (parametric inference) (62F35)
Cites Work
- Maximum Likelihood Estimation of Misspecified Models
- Robust Statistics
- On the level-error after Bartlett adjustment of the likelihood ratio statistic
- Quasi-likelihood functions
- On the Probability of Observing Misleading Statistical Evidence
- Robust Inference for the Correlation Coefficient—A Parametric Method
- Wald's Test as Applied to Hypotheses in Logit Analysis
- Interpreting Statistical Evidence by using Imperfect Models: Robust Adjusted Likelihood Functions
- Estimation for the bivariate Poisson distribution
- Inferences of variance function – a parametric robust way
- The Poisson Correlation Function
- Parametric Robust Regression Analysis of Contaminated Data
Cited In (11)
- Robust Inference for the Correlation Coefficient—A Parametric Method
- Parametric simultaneous robust inferences for regression coefficient under generalized linear models
- Regression diagnostic under model misspecification
- A Robust Score Test for Testing Several Coefficients of Variation with Unknown Underlying Distributions
- Determining the mean-variance relationship in generalized linear models -- A parametric robust way
- t-Statistic Based Correlation and Heterogeneity Robust Inference
- Robust likelihood inference for multivariate correlated count data
- Robust likelihood inferences about regression parameters for general bivariate continuous data
- Parametric robust test for multiple regression parameters under generalized linear models
- A robust maximum likelihood estimator for the correlation coefficient
- Likelihood inference for correlated binary data without any information about the joint distributions
This page was built for publication: Parametric robust inference about regression parameters for the correlation coefficient
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5429693)
