Rendering parametric procedures more robust by empirically tilting the model
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]
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