|
|
|
|
LEADER |
01000caa a22002652 4500 |
001 |
JST052608549 |
003 |
DE-627 |
005 |
20240621205933.0 |
007 |
cr uuu---uuuuu |
008 |
150324s2001 xx |||||o 00| ||eng c |
035 |
|
|
|a (DE-627)JST052608549
|
035 |
|
|
|a (JST)2680635
|
040 |
|
|
|a DE-627
|b ger
|c DE-627
|e rakwb
|
041 |
|
|
|a eng
|
100 |
1 |
|
|a Gustafson, Paul
|e verfasserin
|4 aut
|
245 |
1 |
0 |
|a On Measuring Sensitivity to Parametric Model Misspecification
|
264 |
|
1 |
|c 2001
|
336 |
|
|
|a Text
|b txt
|2 rdacontent
|
337 |
|
|
|a Computermedien
|b c
|2 rdamedia
|
338 |
|
|
|a Online-Ressource
|b cr
|2 rdacarrier
|
520 |
|
|
|a 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 approximations are employed. The ratio of the approximate discrepancy between inferences to the approximate discrepancy between models is regarded as a relative measure of sensitivity to model misspecification. The maximum ratio over a family of correct distributions is determined as a measure of worst case sensitivity. As well, the distribution producing this maximum can be examined, to see how a particular combination of a parametric family and estimand is susceptible to model misspecifications.
|
540 |
|
|
|a Copyright 2001 The Royal Statistical Society
|
650 |
|
4 |
|a Bayes Estimates
|
650 |
|
4 |
|a Large Sample Theory
|
650 |
|
4 |
|a Maximum Likelihood Estimates
|
650 |
|
4 |
|a Model Misspecification
|
650 |
|
4 |
|a Mathematics
|x Applied mathematics
|x Statistics
|x Applied statistics
|x Statistical models
|x Parametric models
|
650 |
|
4 |
|a Behavioral sciences
|x Psychology
|x Cognitive psychology
|x Cognitive processes
|x Thought processes
|x Reasoning
|x Inference
|
650 |
|
4 |
|a Mathematics
|x Applied mathematics
|x Statistics
|x Applied statistics
|x Inferential statistics
|x Statistical estimation
|x Estimation methods
|x Estimators
|x Maximum likelihood estimators
|
650 |
|
4 |
|a Mathematics
|x Applied mathematics
|x Analytics
|x Analytical estimating
|x Maximum likelihood estimation
|
650 |
|
4 |
|a Mathematics
|x Applied mathematics
|x Statistics
|x Applied statistics
|x Inferential statistics
|x Statistical estimation
|x Estimation methods
|x Estimators
|
650 |
|
4 |
|a Mathematics
|x Applied mathematics
|x Statistics
|x Applied statistics
|x Descriptive statistics
|x Statistical distributions
|x Normal distribution curve
|x Sampling distributions
|
650 |
|
4 |
|a Mathematics
|x Mathematical procedures
|x Approximation
|
650 |
|
4 |
|a Mathematics
|x Pure mathematics
|x Linear algebra
|x Vector analysis
|x Mathematical vectors
|x Eigenvectors
|
650 |
|
4 |
|a Physical sciences
|x Physics
|x Mechanics
|x Density
|
650 |
|
4 |
|a Mathematics
|x Applied mathematics
|x Statistics
|x Applied statistics
|x Descriptive statistics
|x Measures of variability
|x Statistical variance
|
655 |
|
4 |
|a research-article
|
773 |
0 |
8 |
|i Enthalten in
|t Journal of the Royal Statistical Society. Series B (Statistical Methodology)
|d Blackwell Publishers
|g 63(2001), 1, Seite 81-94
|w (DE-627)30219746X
|w (DE-600)1490719-7
|x 14679868
|7 nnns
|
773 |
1 |
8 |
|g volume:63
|g year:2001
|g number:1
|g pages:81-94
|
856 |
4 |
0 |
|u https://www.jstor.org/stable/2680635
|3 Volltext
|
912 |
|
|
|a GBV_USEFLAG_A
|
912 |
|
|
|a SYSFLAG_A
|
912 |
|
|
|a GBV_JST
|
912 |
|
|
|a GBV_ILN_11
|
912 |
|
|
|a GBV_ILN_20
|
912 |
|
|
|a GBV_ILN_22
|
912 |
|
|
|a GBV_ILN_23
|
912 |
|
|
|a GBV_ILN_24
|
912 |
|
|
|a GBV_ILN_26
|
912 |
|
|
|a GBV_ILN_31
|
912 |
|
|
|a GBV_ILN_32
|
912 |
|
|
|a GBV_ILN_39
|
912 |
|
|
|a GBV_ILN_40
|
912 |
|
|
|a GBV_ILN_60
|
912 |
|
|
|a GBV_ILN_62
|
912 |
|
|
|a GBV_ILN_63
|
912 |
|
|
|a GBV_ILN_65
|
912 |
|
|
|a GBV_ILN_69
|
912 |
|
|
|a GBV_ILN_70
|
912 |
|
|
|a GBV_ILN_73
|
912 |
|
|
|a GBV_ILN_74
|
912 |
|
|
|a GBV_ILN_90
|
912 |
|
|
|a GBV_ILN_95
|
912 |
|
|
|a GBV_ILN_100
|
912 |
|
|
|a GBV_ILN_101
|
912 |
|
|
|a GBV_ILN_105
|
912 |
|
|
|a GBV_ILN_110
|
912 |
|
|
|a GBV_ILN_120
|
912 |
|
|
|a GBV_ILN_138
|
912 |
|
|
|a GBV_ILN_150
|
912 |
|
|
|a GBV_ILN_151
|
912 |
|
|
|a GBV_ILN_152
|
912 |
|
|
|a GBV_ILN_161
|
912 |
|
|
|a GBV_ILN_165
|
912 |
|
|
|a GBV_ILN_170
|
912 |
|
|
|a GBV_ILN_171
|
912 |
|
|
|a GBV_ILN_187
|
912 |
|
|
|a GBV_ILN_213
|
912 |
|
|
|a GBV_ILN_224
|
912 |
|
|
|a GBV_ILN_230
|
912 |
|
|
|a GBV_ILN_266
|
912 |
|
|
|a GBV_ILN_285
|
912 |
|
|
|a GBV_ILN_293
|
912 |
|
|
|a GBV_ILN_370
|
912 |
|
|
|a GBV_ILN_374
|
912 |
|
|
|a GBV_ILN_602
|
912 |
|
|
|a GBV_ILN_636
|
912 |
|
|
|a GBV_ILN_647
|
912 |
|
|
|a GBV_ILN_702
|
912 |
|
|
|a GBV_ILN_2001
|
912 |
|
|
|a GBV_ILN_2003
|
912 |
|
|
|a GBV_ILN_2004
|
912 |
|
|
|a GBV_ILN_2005
|
912 |
|
|
|a GBV_ILN_2006
|
912 |
|
|
|a GBV_ILN_2007
|
912 |
|
|
|a GBV_ILN_2008
|
912 |
|
|
|a GBV_ILN_2009
|
912 |
|
|
|a GBV_ILN_2010
|
912 |
|
|
|a GBV_ILN_2011
|
912 |
|
|
|a GBV_ILN_2014
|
912 |
|
|
|a GBV_ILN_2015
|
912 |
|
|
|a GBV_ILN_2018
|
912 |
|
|
|a GBV_ILN_2020
|
912 |
|
|
|a GBV_ILN_2021
|
912 |
|
|
|a GBV_ILN_2025
|
912 |
|
|
|a GBV_ILN_2026
|
912 |
|
|
|a GBV_ILN_2027
|
912 |
|
|
|a GBV_ILN_2031
|
912 |
|
|
|a GBV_ILN_2034
|
912 |
|
|
|a GBV_ILN_2037
|
912 |
|
|
|a GBV_ILN_2038
|
912 |
|
|
|a GBV_ILN_2039
|
912 |
|
|
|a GBV_ILN_2044
|
912 |
|
|
|a GBV_ILN_2048
|
912 |
|
|
|a GBV_ILN_2049
|
912 |
|
|
|a GBV_ILN_2050
|
912 |
|
|
|a GBV_ILN_2055
|
912 |
|
|
|a GBV_ILN_2056
|
912 |
|
|
|a GBV_ILN_2057
|
912 |
|
|
|a GBV_ILN_2059
|
912 |
|
|
|a GBV_ILN_2061
|
912 |
|
|
|a GBV_ILN_2064
|
912 |
|
|
|a GBV_ILN_2065
|
912 |
|
|
|a GBV_ILN_2068
|
912 |
|
|
|a GBV_ILN_2088
|
912 |
|
|
|a GBV_ILN_2093
|
912 |
|
|
|a GBV_ILN_2106
|
912 |
|
|
|a GBV_ILN_2107
|
912 |
|
|
|a GBV_ILN_2108
|
912 |
|
|
|a GBV_ILN_2110
|
912 |
|
|
|a GBV_ILN_2111
|
912 |
|
|
|a GBV_ILN_2112
|
912 |
|
|
|a GBV_ILN_2113
|
912 |
|
|
|a GBV_ILN_2118
|
912 |
|
|
|a GBV_ILN_2119
|
912 |
|
|
|a GBV_ILN_2122
|
912 |
|
|
|a GBV_ILN_2129
|
912 |
|
|
|a GBV_ILN_2143
|
912 |
|
|
|a GBV_ILN_2144
|
912 |
|
|
|a GBV_ILN_2147
|
912 |
|
|
|a GBV_ILN_2148
|
912 |
|
|
|a GBV_ILN_2152
|
912 |
|
|
|a GBV_ILN_2153
|
912 |
|
|
|a GBV_ILN_2188
|
912 |
|
|
|a GBV_ILN_2190
|
912 |
|
|
|a GBV_ILN_2232
|
912 |
|
|
|a GBV_ILN_2336
|
912 |
|
|
|a GBV_ILN_2470
|
912 |
|
|
|a GBV_ILN_2507
|
912 |
|
|
|a GBV_ILN_2522
|
912 |
|
|
|a GBV_ILN_2548
|
912 |
|
|
|a GBV_ILN_2932
|
912 |
|
|
|a GBV_ILN_2947
|
912 |
|
|
|a GBV_ILN_2949
|
912 |
|
|
|a GBV_ILN_2950
|
912 |
|
|
|a GBV_ILN_4012
|
912 |
|
|
|a GBV_ILN_4035
|
912 |
|
|
|a GBV_ILN_4037
|
912 |
|
|
|a GBV_ILN_4046
|
912 |
|
|
|a GBV_ILN_4112
|
912 |
|
|
|a GBV_ILN_4125
|
912 |
|
|
|a GBV_ILN_4126
|
912 |
|
|
|a GBV_ILN_4242
|
912 |
|
|
|a GBV_ILN_4246
|
912 |
|
|
|a GBV_ILN_4249
|
912 |
|
|
|a GBV_ILN_4251
|
912 |
|
|
|a GBV_ILN_4305
|
912 |
|
|
|a GBV_ILN_4306
|
912 |
|
|
|a GBV_ILN_4307
|
912 |
|
|
|a GBV_ILN_4313
|
912 |
|
|
|a GBV_ILN_4322
|
912 |
|
|
|a GBV_ILN_4323
|
912 |
|
|
|a GBV_ILN_4324
|
912 |
|
|
|a GBV_ILN_4325
|
912 |
|
|
|a GBV_ILN_4326
|
912 |
|
|
|a GBV_ILN_4333
|
912 |
|
|
|a GBV_ILN_4334
|
912 |
|
|
|a GBV_ILN_4335
|
912 |
|
|
|a GBV_ILN_4336
|
912 |
|
|
|a GBV_ILN_4338
|
912 |
|
|
|a GBV_ILN_4346
|
912 |
|
|
|a GBV_ILN_4393
|
912 |
|
|
|a GBV_ILN_4700
|
951 |
|
|
|a AR
|
952 |
|
|
|d 63
|j 2001
|e 1
|h 81-94
|