Notes on Pearson residuals and weighted likelihood estimating equations

DOI10.1016/j.spl.2006.04.048zbMath1099.62022OpenAlexW2027958738MaRDI QIDQ850207

Claudio Agostinelli

Publication date: 15 November 2006

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2006.04.048

zbMATH Keywords

Pearson residualsweighted likelihood estimating equations

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Monte Carlo methods (65C05)

Related Items (7)

Robust estimation for multivariate wrapped models ⋮ A weighted strategy to handle likelihood uncertainty in Bayesian inference ⋮ Weighted likelihood estimation of multivariate location and scatter ⋮ Weighted likelihood mixture modeling and model-based clustering ⋮ Robust estimation for circular data ⋮ Weighted likelihood latent class linear regression ⋮ Robust Inference in Generalized Linear Models

Uses Software

• R

Cites Work

• Efficiency versus robustness: The case for minimum Hellinger distance and related methods
• The residual adjustment function and weighted likelihood: a graphical interpretation of robustness of minimum disparity estimators.
• Weighted Likelihood Equations with Bootstrap Root Search

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