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]
Collections | ANU Research Publications |
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Date published: | 2000 |
Type: | Journal article |
URI: | http://hdl.handle.net/1885/91265 |
Source: | Biometrika |
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File | Description | Size | Format | Image |
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01_Choi_Rendering_parametric_2000.pdf | 165.17 kB | Adobe PDF | Request a copy |
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