Model misspecification effects for biased samples

George Tzavelas (), Maria Douli () and Polychronis Economou ()
Additional contact information
George Tzavelas: University of Piraeus
Maria Douli: University of Piraeus
Polychronis Economou: University of Patras

Metrika: International Journal for Theoretical and Applied Statistics, 2017, vol. 80, issue 2, No 3, 185 pages

Abstract: Abstract The model misspecification effects on the maximum likelihood estimator are studied when a biased sample is treated as a random one as well as when a random sample is treated as a biased one. The relation between the existence of a consistent estimator under model misspecification and the completeness of the distribution is also considered. The cases of the weight invariant distribution and the scale parameter distribution are examined and finally an example is presented to illustrate the results.

Keywords: Biased sampling; Weighted distribution; Misspecification; Complete family of distributions; Generalized gamma distribution (search for similar items in EconPapers)
Date: 2017
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (1)

Downloads: (external link)
http://link.springer.com/10.1007/s00184-016-0597-5 Abstract (text/html)
Access to the full text of the articles in this series is restricted.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:metrik:v:80:y:2017:i:2:d:10.1007_s00184-016-0597-5

Ordering information: This journal article can be ordered from
http://www.springer.com/statistics/journal/184/PS2

DOI: 10.1007/s00184-016-0597-5

Access Statistics for this article

Metrika: International Journal for Theoretical and Applied Statistics is currently edited by U. Kamps and Norbert Henze

More articles in Metrika: International Journal for Theoretical and Applied Statistics from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().