Notes on Pearson residuals and weighted likelihood estimating equations

In these notes we show that the Pearson residuals (PR) [Lindsay, B.G., 1994. Efficiency versus robustness: the case for minimum Hellinger distance and related methods. Ann. Statist. 22, 1018-1114.] have a natural asymptotic lower bound under the gross error model which can be used in the problem of choosing a root when multiple roots are present in the weighted likelihood estimating equations. Further, we show through an example how the minimum of the PR plays an important role in the robust estimation approach based on weighted likelihood.

Notes on Pearson residuals and weighted likelihood estimating equations / Agostinelli, Claudio. - In: STATISTICS & PROBABILITY LETTERS. - ISSN 0167-7152. - STAMPA. - 76(2006), pp. 1930-1934. [10.1016/j.spl.2006.04.048]

Titolo: Notes on Pearson residuals and weighted likelihood estimating equations
Autori: Agostinelli, Claudio
Autori Unitn: 
Agostinelli, Claudio
Titolo del periodico: STATISTICS & PROBABILITY LETTERS
Anno di pubblicazione: 2006
Codice identificativo Scopus: 2-s2.0-33748512799
Codice identificativo WOS: WOS:000241156700013
Digital Object Identifier (DOI): http://dx.doi.org/10.1016/j.spl.2006.04.048
Handle: http://hdl.handle.net/11572/112974
Citazione: Notes on Pearson residuals and weighted likelihood estimating equations / Agostinelli, Claudio. - In: STATISTICS & PROBABILITY LETTERS. - ISSN 0167-7152. - STAMPA. - 76(2006), pp. 1930-1934. [10.1016/j.spl.2006.04.048]
Appare nelle tipologie:03.1 Articolo su rivista (Journal article)

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