Adjusted Quasi-Profile Likelihoods and Robustness

Name: Adjusted Quasi-Profile Likelihoods and Robustness
Keywords: asymptotic theory; quasi-profile likelihood; robust M-estimator, Asymptotic Theory, Quasi-Profile Likelihood, Robust M-Estimator.

R. Bellio; BRAZZALE, ALESSANDRA ROSALBA; VENTURA, LAURA

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Conference object . 2001

Data sources: Padua research Archive (Archivio istituzionale della ricerca - Università di Padova)

Archivio istituzionale della ricerca - Università degli Studi di Udine

Conference object . 2001

Data sources: Archivio istituzionale della ricerca - Università degli Studi di Udine

IRIS UNIMORE - Archivio istituzionale della ricerca - Università di Modena e Reggio Emilia

Conference object . 2001

Data sources: IRIS UNIMORE - Archivio istituzionale della ricerca - Università di Modena e Reggio Emilia

Adjusted Quasi-Profile Likelihoods and Robustness

descriptionPublicationkeyboard_double_arrow_right Conference object 01 Jan 2001 Italy English Publisher:-

Authors: R. Bellio; BRAZZALE, ALESSANDRA ROSALBA; VENTURA, LAURA;

handle: 11577/2454750 , 11390/853692 , 11380/613722

Adjusted Quasi-Profile Likelihoods and Robustness

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Abstract

An adjusted quasi-profile loglikelihood for a scalar parameter of interest is discussed. The corresponding quasi-profile score has bias which is asymptotically negligible. Because of this, it is likely to provide accurate inferences with small samples or many nuisance parameters. An application to robust M-estimation is presented, which gives rise to a robust adjusted quasi-profile loglikelihood.

Country

Italy

Related Organizations

University of Modena and Reggio Emilia
Italy
University of Padua
Italy
University of Udine
Italy

Keywords

asymptotic theory; quasi-profile likelihood; robust M-estimator, Asymptotic Theory, Quasi-Profile Likelihood, Robust M-Estimator.

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