Model Robust Confidence Intervals Using Maximum Likelihood Estimators
Standard large-sample confidence intervals about a maximum likelihood estimator θ̂ are two-thirds robust; i.e. when the parametric model is imperfect θ̂ often remains consistent and asymptotically normal. The confidence intervals are invalidated only because the third necessary condition, consistenc...
| Veröffentlicht in: | International Statistical Review / Revue Internationale de Statistique. - Blackwell Publishing Ltd. - 54(1986), 2, Seite 221-226 |
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| Format: | Online-Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
1986
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| Zugriff auf das übergeordnete Werk: | International Statistical Review / Revue Internationale de Statistique |
| Schlagworte: | Asymptotic normality Information matrix Large-sample theory Maximum likelihood estimate Robustness Confidence intervals Mathematics Arts Behavioral sciences |