Properties of robust m-estimators for poisson and negative binomial data∗

DOI10.1080/00949650108812122zbMath0988.62019OpenAlexW2005599694MaRDI QIDQ2784189

Jiahua Chen, N. G. Cadigan

Publication date: 27 June 2002

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949650108812122

zbMATH Keywords

model mis-specificationM-estimationsmall-sample efficiency

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (5)

On robust estimation of negative binomial INARCH models ⋮ Robust inference in the negative binomial regression model with an application to falls data ⋮ ROBUST FITTING OF INARCH MODELS ⋮ Tukey's M-estimator of the Poisson parameter with a special focus on small means ⋮ A robust conditional maximum likelihood estimator for generalized linear models with a dispersion parameter

Cites Work

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• M-estimation for discrete data: Asymptotic distribution theory and implications
• Minimum Hellinger distance estimates for parametric models
• Efficiency versus robustness: The case for minimum Hellinger distance and related methods
• Efficiency-constrained bias-robust estimation of location
• Minimum hellinger distance estimation for normal models
• Minimum Hellinger Distance Estimation for the Analysis of Count Data
• Efficient bias-robust M-estimators of location in Kolmogorov normal neighbourhoods
• Robust Statistics

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