Universal surrogate likelihood functions for nonnegative continuous data

Tsung-Shan Tsou () and Chi-Chuan Yang

Metrika: International Journal for Theoretical and Applied Statistics, 2015, vol. 78, issue 6, 635-646

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

Keywords: Negative binomial likelihood; Poisson likelihood; Profile likelihood; Statistical evidence (search for similar items in EconPapers)
Date: 2015
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Persistent link: https://EconPapers.repec.org/RePEc:spr:metrik:v:78:y:2015:i:6:p:635-646

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DOI: 10.1007/s00184-014-0519-3

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