Quasi-likelihood from \(M\)-estimators: a numerical comparison with empirical likelihood

DOI10.1007/BF02511485zbMath1145.62315OpenAlexW2063436822MaRDI QIDQ1766969

Gianfranco Adimari, Laura Ventura

Publication date: 3 March 2005

Published in: Statistical Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02511485

zbMATH Keywords

robustnessprofile likelihoodestimating equationlinear transformation modelspseudo likelihood

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Point estimation (62F10)

Related Items (5)

Pseudo-Likelihoods for Bayesian Inference ⋮ Robust inference for the stress-strength reliability ⋮ Robust likelihood functions in Bayesian inference ⋮ Default prior distributions from quasi- and quasi-profile likelihoods ⋮ An RKHS framework for functional data analysis

Cites Work

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• Empirical likelihood ratio confidence regions
• Robust inference for generalized linear models with application to logistic regression
• Quasi-profile loglikelihoods for unbiased estimating functions
• Quasi profile and directed likelihoods from estimating functions
• On the robustness of empirical likelihood ratio confidence intervals for location
• On the relationship between empirical likelihood and empirical saddlepoint approximation for multivariate M-estimators
• Empirical likelihood ratio confidence intervals for a single functional
• On the Empirical Likelihood Ratio for Smooth Functions of M‐functionals
• Robust Bounded-Influence Tests in General Parametric Models

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