Robust and accurate inference for generalized linear models

DOI10.1016/J.JMVA.2009.06.012MaRDI QIDQ842932zbMATH OpenOpenAlexWikidataFDO

Authors Serigne N. Lô, Elvezio Ronchetti

Publication date 28 September 2009

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2009.06.012

zbMATH Keywords

Monte CarloM-estimatorssaddlepoint testrobust variable selectionsaddlepoint techniques

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Generalized linear models (logistic models) (62J12) Robustness and adaptive procedures (parametric inference) (62F35)

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Cited in

(21)

• Bahadur representations of M-estimators and their applications in general linear models
• Initial robust estimation in generalized linear models
• Improved likelihood inference in generalized linear models
• Goodness-of-fit test with a robustness feature
• Robust Modeling for Inference From Generalized Linear Model Classes
• Saddlepoint tests for quantile regression
• A linear approximation to the power function of a test
• Robust statistics: a selective overview and new directions
• Saddlepoint Approximations for Spatial Panel Data Models
• Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions
• Doubly robust estimation and robust empirical likelihood in generalized linear models with missing responses
• Stable Asymptotics for M‐estimators
• scientific article; zbMATH DE number 5280043 (Why is no real title available?)
• Saddlepoint tests for accurate and robust inference on overdispersed count data
• Robust tests in generalized linear models with missing responses
• Robust Inference for Generalized Linear Models
• scientific article; zbMATH DE number 6378147 (Why is no real title available?)
• Robust Inference in Generalized Linear Models
• The p-value Line: A Way to Choose from Different Test Results
• Nonparametric tests for multi-parameter \(M\)-estimators
• On some connections between Esscher's tilting, saddlepoint approximations, and optimal transportation: a statistical perspective

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