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Rendering parametric procedures more robust by empirically tilting the model

Choi, E; Hall, Peter; Presnell, Brett

Description

We suggest methods for tilting a likelihood so as to enhance the robustness of maximum likelihood procedures. From the viewpoint of computation, tilting amounts to choosing unequal weights for the score function in such a way as to maximise likelihood subject to moving a given distance from equally weighted scores. Empirical methods, based on standard parametric Q-Q plots, are used to determine the appropriate amount of tilting. Distance may be measured in a variety of ways, and we devote...[Show more]

CollectionsANU Research Publications
Date published: 2000
Type: Journal article
URI: http://hdl.handle.net/1885/91265
Source: Biometrika

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