Robust and accurate inference for generalized linear models

DOI10.1016/j.jmva.2009.06.012zbMath1222.62093OpenAlexW2041459037WikidataQ57772554 ScholiaQ57772554MaRDI QIDQ842932

Elvezio Ronchetti, Serigne N. Lô

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

Related Items (11)

Nonparametric tests for multi-parameter \(M\)-estimators ⋮ Bahadur representations of M-estimators and their applications in general linear models ⋮ Mallows' quasi-likelihood estimation for log-linear Poisson autoregressions ⋮ Saddlepoint tests for accurate and robust inference on overdispersed count data ⋮ Stable Asymptotics for M‐estimators ⋮ On some connections between Esscher's tilting, saddlepoint approximations, and optimal transportation: a statistical perspective ⋮ Saddlepoint Approximations for Spatial Panel Data Models ⋮ Doubly robust estimation and robust empirical likelihood in generalized linear models with missing responses ⋮ A linear approximation to the power function of a test ⋮ The p-value Line: A Way to Choose from Different Test Results ⋮ Saddlepoint tests for quantile regression

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