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Universal surrogate likelihood functions for nonnegative continuous data

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  • Tsung-Shan Tsou
  • Chi-Chuan Yang

Abstract

In independent and identically distributed situations, we show that one can properly correct the Poisson and the negative binomial likelihood functions to become asymptotically identical to the profile likelihood function for the mean parameter of nonnegative continuous distributions under mild conditions. We present theoretical justifications and use data analyses to demonstrate the merit of our new robust likelihood method. Copyright Springer-Verlag Berlin Heidelberg 2015

Suggested Citation

  • Tsung-Shan Tsou & Chi-Chuan Yang, 2015. "Universal surrogate likelihood functions for nonnegative continuous data," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 78(6), pages 635-646, August.
    • Handle: RePEc:spr:metrik:v:78:y:2015:i:6:p:635-646
    DOI: 10.1007/s00184-014-0519-3
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    References listed on IDEAS

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    1. Richard Royall & Tsung‐Shan Tsou, 2003. "Interpreting statistical evidence by using imperfect models: robust adjusted likelihood functions," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(2), pages 391-404, May.
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