Self-Critical and Robust Procedures for the Analysis of Univariate Complete Data.

Abstract

A statistical sensitivity analysis may be defined and performed in terms of the response of a vector of parameter estimates to variation in the way sample information is processed vis-a vis to tentative underlying model. The mode of information processing is a generalization of likelihood and is indexed on a non-statistical parameter c. The case c = 0 corresponds to maximum likelihood. If the vector of parameter estimates is stable under moderate increase of the index c from 0, the tentative model and the data are internally consistent. A general procedure for the conduct of such sensitivity analyses is given along with several illustrations. For fixed, positive values of the index, one obtains a general robust estimation procedure. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1982
Accession Number
ADA119724

Entities

People

  • A. S. Paulson
  • E. H. Nicklin
  • M. A. Presser

Organizations

  • Rensselaer Polytechnic Institute

Tags

Communities of Interest

  • C4I
  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Construction
  • Covariance
  • Data Analysis
  • Data Science
  • Death
  • Differential Equations
  • Distribution Functions
  • Efficiency
  • Equations
  • Estimators
  • Experimental Design
  • Gaussian Distributions
  • Information Processing
  • Information Science
  • Normal Distribution
  • Random Variables
  • Statistical Samples

Fields of Study

  • Mathematics

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  • Regression Analysis.