Robust Statistical Inference in Generalized Linear Models Based on Minimum Renyi’s Pseudodistance Estimators

Robust Statistical Inference in Generalized Linear Models Based on Minimum Renyi’s Pseudodistance Estimators

Minimum Renyi’s pseudodistance estimators (MRPEs) enjoy good robustness properties without a significant loss of efficiency in general statistical models, and, in particular, for linear regression models (LRMs). In this line, Castilla et al. considered robust Wald-type test statistics in LRMs based...

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Bibliographic Details
Main Authors: María Jaenada, Leandro Pardo
Format: Article
Language:English
Published: MDPI AG 2022-01-01
Series:Entropy
Subjects:
generalized linear model
independent and nonidentically distributed observations
minimum Rényi’s pseudodistance estimators
robust Wald-type test statistics for GLMs
influence function for GLMs
poisson regression model
Online Access:https://www.mdpi.com/1099-4300/24/1/123

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https://www.mdpi.com/1099-4300/24/1/123

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