메뉴 건너뛰기




Volumn 63, Issue 1, 2001, Pages 81-94

On measuring sensitivity to parametric model misspecification

Author keywords

Bayes estimates; Large sample theory; Maximum likelihood estimates; Model misspecification

Indexed keywords


EID: 0035648113     PISSN: 13697412     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9868.00277     Document Type: Article
Times cited : (18)

References (14)
  • 1
    • 0000501656 scopus 로고
    • Information theory and an extension of the maximum likelihood principle
    • (eds B. N. Petrov and F. Csàki), Budapest: Akadémiai Kiadó
    • Akaike, H. (1973) Information theory and an extension of the maximum likelihood principle. In Proc. 2nd Int. Symp. Information Theory (eds B. N. Petrov and F. Csàki), pp. 267-281. Budapest: Akadémiai Kiadó.
    • (1973) Proc. 2nd Int. Symp. Information Theory , pp. 267-281
    • Akaike, H.1
  • 2
    • 0002269120 scopus 로고
    • Limiting behaviour of posterior distributions when the model is incorrect
    • Berk, R. H. (1966) Limiting behaviour of posterior distributions when the model is incorrect. Ann. Math. Statist., 37, 51-58.
    • (1966) Ann. Math. Statist. , vol.37 , pp. 51-58
    • Berk, R.H.1
  • 3
    • 0001233028 scopus 로고
    • Consistency a posteriori
    • -(1970) Consistency a posteriori. Ann. Math. Statist., 41, 894-906.
    • (1970) Ann. Math. Statist. , pp. 894-906
  • 4
    • 0032335655 scopus 로고    scopus 로고
    • Asymptotic behaviour of Bayes estimates under possibly incorrect models
    • Bunke, O. and Milhaud, X. (1998) Asymptotic behaviour of Bayes estimates under possibly incorrect models. Ann. Statist., 26, 617-644.
    • (1998) Ann. Statist. , vol.26 , pp. 617-644
    • Bunke, O.1    Milhaud, X.2
  • 5
    • 0007165880 scopus 로고    scopus 로고
    • On the overall sensitivity of the posterior distribution to its inputs
    • Clarke, B. and Gustafson, P. (1998) On the overall sensitivity of the posterior distribution to its inputs. J. Statist. Planng Inf., 71, 137-150.
    • (1998) J. Statist. Planng Inf. , vol.71 , pp. 137-150
    • Clarke, B.1    Gustafson, P.2
  • 6
    • 0001490588 scopus 로고
    • Assessment of local influence
    • Cook, R. D. (1986) Assessment of local influence (with discussion). J. R. Statist. Soc. B, 48, 133-169.
    • (1986) J. R. Statist. Soc. B , vol.48 , pp. 133-169
    • Cook, R.D.1
  • 7
    • 0003171807 scopus 로고
    • On the consistency of Bayes estimates
    • Diaconis, P. and Freedman, D. (1986a) On the consistency of Bayes estimates. Ann. Statist., 14, 1-26.
    • (1986) Ann. Statist. , vol.14 , pp. 1-26
    • Diaconis, P.1    Freedman, D.2
  • 8
    • 0003171805 scopus 로고
    • On inconsistent Bayes estimates of location
    • -(1986b) On inconsistent Bayes estimates of location. Ann. Statist., 14, 68-87.
    • (1986) Ann. Statist. , vol.14 , pp. 68-87
  • 9
    • 0000250624 scopus 로고
    • The behavior of maximum likelihood estimates under nonstandard conditions
    • Berkeley: University of California Press
    • Huber, P. J. (1967) The behavior of maximum likelihood estimates under nonstandard conditions. In Proc. 5th Berkeley Symp. Mathematical Statistics and Probability. Berkeley: University of California Press.
    • (1967) Proc. 5th Berkeley Symp. Mathematical Statistics and Probability
    • Huber, P.J.1
  • 10
    • 0003167173 scopus 로고
    • Robust properties of likelihood ratio tests
    • Kent, J. T. (1982) Robust properties of likelihood ratio tests. Biometrika, 69, 19-27.
    • (1982) Biometrika , vol.69 , pp. 19-27
    • Kent, J.T.1
  • 11
    • 25844453976 scopus 로고
    • Local model influence
    • McCulloch, R. E. (1989) Local model influence. J. Am. Statist. Ass., 84, 473-478.
    • (1989) J. Am. Statist. Ass. , vol.84 , pp. 473-478
    • McCulloch, R.E.1
  • 12
    • 84950871099 scopus 로고
    • Accurate approximations for posterior moments and marginal densities
    • Tierney, L. and Kadane, J. B. (1986) Accurate approximations for posterior moments and marginal densities. J. Am. Statist. Ass., 81, 82-86.
    • (1986) J. Am. Statist. Ass. , vol.81 , pp. 82-86
    • Tierney, L.1    Kadane, J.B.2
  • 13
    • 0001024471 scopus 로고
    • Approximate marginal densities of nonlinear functions
    • Tierney, L., Kass, R. E. and Kadane, J. B. (1989) Approximate marginal densities of nonlinear functions. Biometrika, 76, 425-433.
    • (1989) Biometrika , vol.76 , pp. 425-433
    • Tierney, L.1    Kass, R.E.2    Kadane, J.B.3
  • 14
    • 0002644952 scopus 로고
    • Maximum likelihood estimation of misspecified models
    • White, H. A. (1982) Maximum likelihood estimation of misspecified models. Econometrica, 50, 1-25.
    • (1982) Econometrica , vol.50 , pp. 1-25
    • White, H.A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.