Skip navigation
Skip navigation

Rendering parametric procedures more robust by empirically tilting the model

Choi, E; Hall, Peter; Presnell, Brett


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
Source: Biometrika


File Description SizeFormat Image
01_Choi_Rendering_parametric_2000.pdf165.17 kBAdobe PDF    Request a copy

Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.

Updated:  17 November 2022/ Responsible Officer:  University Librarian/ Page Contact:  Library Systems & Web Coordinator