Fitting a normal distribution when the model is wrong

被引：1

作者：

Copas, JB ^{[1
]}

Stride, CB ^{[1
]}

机构：

[1] Univ Warwick, Dept Stat, Coventry CV4 7AL, W Midlands, England

来源：

ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS | 1997年 / 49卷 / 04期

关键词：

local likelihood; semi-parametric inference; robust estimation; model misspecification;

D O I：

10.1023/A:1003220407410

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

The paper discusses a likelihood based method of estimation which allows for a small amount of misspecification in the assumption of normality. Asymptotic results suggest that the new method can give an estimated model which is closer to the true model. An application to hearing threshold data is discussed.

引用

页码：601 / 614

页数：14

共 9 条

[1]

Bowater RJ, 1996, J R STAT SOC C-APPL, V45, P203

[2]

COPAS JB, 1995, J ROY STAT SOC B, V57, P221

[3]

COPAS JB, 1996, P EUL I SEM DED MEM

[4] THE PREVALENCE OF HEARING IMPAIRMENT AND REPORTED HEARING DISABILITY AMONG ADULTS IN GREAT-BRITAIN [J].

DAVIS, AC .

INTERNATIONAL JOURNAL OF EPIDEMIOLOGY, 1989, 18 (04) :911-917

[5]

DAVIS AC, 1991, MEANS PERCENTILES A, V1

[6]

Hjort NL, 1996, ANN STAT, V24, P1619

[7]

King PF., 1992, ASSESSMENT HEARING D

[8]

Longford NT., 1993, RANDOM COEFFICIENT M

[9]

Silverman BW, 2018, Density estimation for statistics and data analysis, DOI [10.2307/2347507, DOI 10.2307/2347507, 10.1201/9781315140919]

← 1 →