The Library
Likelihood for statistically equivalent models
Tools
Copas, John B. and Eguchi, Shinto (2010) Likelihood for statistically equivalent models. Journal of the Royal Statistical Society: Series B (Statistical Methodology), Vol.72 (No.2). pp. 193-217. doi:10.1111/j.1467-9868.2009.00732.x ISSN 1369-7412.
Research output not available from this repository.
Request-a-Copy directly from author or use local Library Get it For Me service.
Official URL: http://dx.doi.org/10.1111/j.1467-9868.2009.00732.x
Abstract
In likelihood inference we usually assume that the model is fixed and then base inference on the corresponding likelihood function. Often, however, the choice of model is rather arbitrary, and there may be other models which fit the data equally well. We study robustness of likelihood inference over such 'statistically equivalent' models and suggest a simple 'envelope likelihood' to capture this aspect of model uncertainty. Robustness depends critically on how we specify the parameter of interest. Some asymptotic theory is presented, illustrated by three examples.
Item Type: | Journal Article | ||||
---|---|---|---|---|---|
Subjects: | Q Science > QA Mathematics | ||||
Divisions: | Faculty of Science, Engineering and Medicine > Science > Statistics | ||||
Journal or Publication Title: | Journal of the Royal Statistical Society: Series B (Statistical Methodology) | ||||
Publisher: | Wiley-Blackwell Publishing Ltd. | ||||
ISSN: | 1369-7412 | ||||
Official Date: | 2010 | ||||
Dates: |
|
||||
Volume: | Vol.72 | ||||
Number: | No.2 | ||||
Number of Pages: | 25 | ||||
Page Range: | pp. 193-217 | ||||
DOI: | 10.1111/j.1467-9868.2009.00732.x | ||||
Status: | Peer Reviewed | ||||
Publication Status: | Published | ||||
Access rights to Published version: | Restricted or Subscription Access |
Data sourced from Thomson Reuters' Web of Knowledge
Request changes or add full text files to a record
Repository staff actions (login required)
View Item |