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Robust regret for uncertain linear programs with application to co-production models

✍ Scribed by Ng, Tsan Sheng


Book ID
120006832
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
427 KB
Volume
227
Category
Article
ISSN
0377-2217

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Robust inference for generalized linear
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In this paper we consider a suitable scale adjustment of the estimating function which deΓΏnes a class of robust M-estimators for generalized linear models. This leads to a robust version of the quasi-proΓΏle loglikelihood which allows us to derive robust likelihood ratio type tests for inference and