The effect of mixing‐distribution misspecification in conjugate mixture models

DOI10.2307/3315741MaRDI QIDQ5691189zbMATH OpenOpenAlexFDO

Authors Paul Gustafson

Publication date 3 June 1997

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

Full work available at URL https://doi.org/10.2307/3315741

zbMATH Keywords

mixture modelsbeta-binomialclustered datahierarchical modelmodel misspecificationrobustnessconditional distributionasymptotic biasmarginal distributionmixing distributionresponse variablemaximum-likelihood estimatorsinfinitesimal contaminationcluster-specificlatter distribution

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Robustness and adaptive procedures (parametric inference) (62F35)

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Cites work

• scientific article; zbMATH DE number 3954047 (Why is no real title available?)
• scientific article; zbMATH DE number 3246461 (Why is no real title available?)
• Maximum Likelihood Estimation of Misspecified Models
• Robust Bayesian analysis of the binomial empirical Bayes problem
• The range of the (n + 1)th moment for distributions on [0, 1]

Cited in

(5)

• Bias of the structural quasi-score estimator of a measurement error model under misspecification of the regressor distribution
• On robustness of maximum likelihood estimates for Poisson-lognormal models.
• Bias from misspecification of the component variances in a normal mixture
• Random-intercept misspecification in generalized linear mixed models for binary responses
• Posterior consistency of random effects models for binary data

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