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The residual adjustment function and weighted likelihood: a graphical interpretation of robustness of minimum disparity estimators

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  • Park, Chanseok
  • Basu, Ayanendranath
  • G. Lindsay, Bruce

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  • Park, Chanseok & Basu, Ayanendranath & G. Lindsay, Bruce, 2002. "The residual adjustment function and weighted likelihood: a graphical interpretation of robustness of minimum disparity estimators," Computational Statistics & Data Analysis, Elsevier, vol. 39(1), pages 21-33, March.
    • Handle: RePEc:eee:csdana:v:39:y:2002:i:1:p:21-33
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    1. Basu, Ayenendranath & Sarkar, Sahadeb, 1994. "On disparity based goodness-of-fit tests for multinomial models," Statistics & Probability Letters, Elsevier, vol. 19(4), pages 307-312, March.
    2. Ayanendranath Basu & Bruce Lindsay, 1994. "Minimum disparity estimation for continuous models: Efficiency, distributions and robustness," Annals of the Institute of Statistical Mathematics, Springer;The Institute of Statistical Mathematics, vol. 46(4), pages 683-705, December.
    3. Basu, Ayanendranath & Harris, Ian R. & Basu, Srabashi, 1996. "Tests of hypotheses in discrete models based on the penalized Hellinger distance," Statistics & Probability Letters, Elsevier, vol. 27(4), pages 367-373, May.
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    Cited by:

    1. Giovanni Saraceno & Claudio Agostinelli & Luca Greco, 2021. "Robust estimation for multivariate wrapped models," METRON, Springer;Sapienza Università di Roma, vol. 79(2), pages 225-240, August.
    2. Claudio Agostinelli & Luca Greco, 2018. "Discussion of “The power of monitoring: how to make the most of a contaminated multivariate sample” by Andrea Cerioli, Marco Riani, Anthony C. Atkinson and Aldo Corbellini," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 27(4), pages 609-619, December.
    3. Luca Greco & Giovanni Saraceno & Claudio Agostinelli, 2021. "Robust Fitting of a Wrapped Normal Model to Multivariate Circular Data and Outlier Detection," Stats, MDPI, vol. 4(2), pages 1-18, June.
    4. Agostinelli, Claudio, 2007. "Robust estimation for circular data," Computational Statistics & Data Analysis, Elsevier, vol. 51(12), pages 5867-5875, August.
    5. Agostinelli, Claudio, 2006. "Notes on Pearson residuals and weighted likelihood estimating equations," Statistics & Probability Letters, Elsevier, vol. 76(17), pages 1930-1934, November.
    6. Claudio Agostinelli & Luca Greco, 2019. "Weighted likelihood estimation of multivariate location and scatter," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(3), pages 756-784, September.
    7. Luca Greco, 2022. "Robust fitting of mixtures of GLMs by weighted likelihood," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 106(1), pages 25-48, March.

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