Robust and accurate inference for generalized linear models

DOI10.1016/J.JMVA.2009.06.012zbMATH Open1222.62093OpenAlexW2041459037WikidataQ57772554 ScholiaQ57772554MaRDI QIDQ842932FDOQ842932

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

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• scientific article; zbMATH DE number 5280043

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)

Cites Work

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• Implementing the Bianco and Yohai estimator for logistic regression
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• Saddlepoint approximations for marginal and conditional probabilities of transformed variables
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• Approximations for marginal densities of M‐estimators
• Robust fitting of the binomial model.
• Small-Sample Confidence Intervals

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
• Title not available (Why is that?)
• 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
• Title not available (Why is that?)
• 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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