Universal surrogate likelihood functions for nonnegative continuous data

Tsung Shan Tsou, Chi Chuan Yang

Research output: Contribution to journalArticlepeer-review

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.

Original languageEnglish
Pages (from-to)635-646
Number of pages12
JournalMetrika
Volume78
Issue number6
DOIs
StatePublished - 1 Jan 2015

Keywords

  • Negative binomial likelihood
  • Poisson likelihood
  • Profile likelihood
  • Statistical evidence

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