|
| << vorige | volgende >> |
Tijdschrift beschrijving
Alle jaargangen van het bijbehorende tijdschrift
Alle afleveringen van het bijbehorende jaargang
Alle artikelen van de bijbehorende aflevering
Details van artikel 4 van 7 gevonden artikelen
| Titel: |
Robustness and maximum likelihood estimation |
| Auteur: |
Sprott, D. A. |
| Verschenen in: |
Communications in statistics |
| Paginering: | Jaargang 11 (1982) nr. 22 pagina's 2513-2529 |
| Jaar: |
1982 |
| Inhoud: |
The usual concept of robustness is called "criterion" or "non-adaptive" robustness to distinguish it from "inference" or "adaptive" robustness. The former term is appled to describe relative insensitivity to changes in the parent distribution, while the latter specifically implies dependence on and hence adaptation to changes in the parent distribution. It is argued that knowledge of, and sensitivity to the parent distribution is an important aspect of inference, and thus the latter concept of robustness is more relevant than the former. This focuses attention on adaptive procedures that use most of the sample information, that is, are efficient. Maximum likelihood has been criticized as depending critically on knowledge of the exact parent distribution, and hence of lacking criterion or non-adaptive robustness. This might have been justified when computational parameter to allow for uncertainly of shape. then the method of maximim likelihood is hsown to possess the more important requirement of being adaptive and efficent, capable of assessing the more relevant creiterion of inference or adaptive robustness. |
| Uitgever: |
Taylor & Francis |
| Bronbestand: |
Elektronische Wetenschappelijke Tijdschriften |
Details van artikel 4 van 7 gevonden artikelen
| << vorige | volgende >> |