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 |
---|---|
1. Verfasser: | |
Format: | Online-Aufsatz |
Sprache: | English |
Veröffentlicht: |
1986
|
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 |