Statistical inference based on a new weighted likelihood approach

We discuss a new weighted likelihood method for robust parametric estimation. The method is motivated by the need for generating a simple estimation strategy which provides a robust solution that is simultaneously fully efficient when the model is correctly specified. This is achieved by appropriate...

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Veröffentlicht in:	Metrika Jg. 84; H. 1; S. 97 - 120
Hauptverfasser:	Majumder, Suman, Biswas, Adhidev, Roy, Tania, Bhandari, Subir Kumar, Basu, Ayanendranath
Format:	Journal Article
Sprache:	Englisch
Veröffentlicht:	Berlin/Heidelberg Springer Berlin Heidelberg 01.01.2021 Springer Nature B.V
Schlagworte:	Economic Theory/Quantitative Economics/Mathematical Methods Estimators Mathematics and Statistics Parameter estimation Probability Theory and Stochastic Processes Robustness (mathematics) Statistical inference Statistics Weighting functions Influence function Robustness Robust regression Weighted likelihood Asymptotic efficiency
ISSN:	0026-1335, 1435-926X
Online-Zugang:	Volltext
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