On Measuring Sensitivity to Parametric Model Misspecification
In settings where parametric inference is inconsistent under model misspecification, the discrepancy between correct and misspecified inferences is compared with the discrepancy between correct and misspecified models. To make the comparison tractable, large sample and small misspecification approxi...
| Veröffentlicht in: | Journal of the Royal Statistical Society. Series B (Statistical Methodology). - Blackwell Publishers. - 63(2001), 1, Seite 81-94 |
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| Format: | Online-Aufsatz |
| Sprache: | English |
| Veröffentlicht: |
2001
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| Zugriff auf das übergeordnete Werk: | Journal of the Royal Statistical Society. Series B (Statistical Methodology) |
| Schlagworte: | Bayes Estimates Large Sample Theory Maximum Likelihood Estimates Model Misspecification Mathematics Behavioral sciences Physical sciences |
| Online verfügbar |
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