Go to the content. | Move to the navigation | Go to the site search | Go to the menu | Contacts | Accessibility

| Create Account

Greco, Luca and Ventura, Laura (2006) Robust inference in composite transformation models. [Working Paper] WORKING PAPER SERIES, 1/2006 . , PADOVA (Inedito)

Full text disponibile come:

[img]
Preview
PDF Document
657Kb

Abstract (english)

The aim of this paper is to base robust inference about a shape parameter indexing a composite transformation model on a quasi- prole likelihood ratio test statistic. First, a general procedure is presented in order to construct a bounded prole estimating function for shape parameters. This method is based on a standard truncation argument from the theory of robustness. Hence, a quasi-likelihood test is derived. Numerical studies and applications to real data show that its use reveals extremely powerful, leading to improved inferences with respect to classical robust Wald and score-type test statistics.


Statistiche Download - Aggiungi a RefWorks
EPrint type:Working Paper
Anno di Pubblicazione:February 2006
Key Words:Bootstrap, Generalized prole likelihood, Quasi-prole likelihood, Unbiased estimating equations.
Settori scientifico-disciplinari MIUR:Area 13 - Scienze economiche e statistiche > SECS-S/01 Statistica
Struttura di riferimento:Dipartimenti > Dipartimento di Scienze Statistiche
Codice ID:7085
Depositato il:09 Sep 2014 14:17
Simple Metadata
Full Metadata
EndNote Format

Download statistics

Solo per lo Staff dell Archivio: Modifica questo record