Maximum L-q-Likelihood estimation in functional measurement error models

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dc.catalogadoryvc
dc.contributor.authorGiménez, Patricia
dc.contributor.authorGuarracino, Lucas
dc.contributor.authorGalea Rojas, Manuel Jesús
dc.date.accessioned2024-04-16T20:08:51Z
dc.date.available2024-04-16T20:08:51Z
dc.date.issued2022
dc.description.abstractWe consider a robust parametric procedure for estimating the structural parameters in functional measurement error models. The methodology extends the maximum Lq-likelihood approach to the more general problem of independent, but not identically distributed observations and the presence of incidental parameters. The proposal replaces the incidental parameters in the Lq-likelihood with their estimates, which depend on the structural parameter. The resulting estimator, called the maximum Lq-likelihood estimator (MLqE) adapts according to the discrepancy between the data and the postulated model by tuning a single parameter q, with 0 < q < 1, that controls the trade-off between robustness and efficiency. The maximum likelihood estimator is obtained as a particular case when q = 1. We provide asymptotic properties of the MLqE under appropriate regularity conditions. Moreover, we describe the estimating algorithm based on a reweighting procedure, as well as a data-driven proposal for the choice of the tuning parameter q. The approach is illustrated and applied to the problem of estimating a bivariate linear normal relationship, including a small simulation study and an analysis of a real data set.
dc.description.funderFONDECYT, Chile
dc.fechaingreso.objetodigital2024-04-16
dc.fuente.origenWOS
dc.identifier.doi10.5705/ss.202019.0414
dc.identifier.eissn1996-8507
dc.identifier.issn1017-0405
dc.identifier.urihttp://doi.org/10.5705/ss.202019.0414
dc.identifier.urihttps://repositorio.uc.cl/handle/11534/85144
dc.identifier.wosidWOS:000818975200021
dc.information.autorucFacultad de Matemáticas; Galea Rojas, Manuel Jesús; 0000-0001-9819-5843; 1008589
dc.issue.numero3
dc.language.isoen
dc.nota.accesocontenido parcial
dc.pagina.final1743
dc.pagina.inicio1723
dc.publisherSTATISTICA SINICA
dc.revistaStatistica Sinica
dc.rightsacceso restringido
dc.subjectFunctional measurement
dc.subjectIncidental parameters
dc.subjectError models
dc.subjectMaximum Lq-likelihood
dc.subjectRobustness
dc.subject.ddc510
dc.subject.deweyMatemática física y químicaes_ES
dc.subject.ods03 Good Health and Well-being
dc.subject.odspa03 Salud y bienestar
dc.titleMaximum L-q-Likelihood estimation in functional measurement error models
dc.typeartículo
dc.volumen32
sipa.codpersvinculados1008589
sipa.trazabilidadWOS;2022-10-11
sipa.trazabilidadORCID;2024-04-15
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