Un approccio robusto alla verifica d'ipotesi basato sulla funzione di verosomiglianza pesata
Weighted version of the Likelihood Ratio, Wald and score tests are proposed for parametric inference. If the parametric model is correct, the Weighted Likelihood tests are asymptotically equivalent to the corresponding Likelihood tests. Breakdown properties of the Weighted Likelihood tests and Likel...
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| Format: | Article |
| Language: | English |
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University of Bologna
2007-10-01
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| Series: | Statistica |
| Online Access: | http://rivista-statistica.unibo.it/article/view/392 |