Person:
Muñoz López, Susana

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First Name
Susana
Last Name
Muñoz López
URI
https://hdl.handle.net/20.500.14352/78695
Affiliation
Universidad Complutense de Madrid
Faculty / Institute
Informática
Department
Estadística e Investigación Operativa
Area
Estadística e Investigación Operativa
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Author: Calviño Martínez, Aída × Has files: false ×

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    Minimum Rényi pseudodistance estimators for logistic regression models
    (Trends in mathematical, information and data sciences: a tribute to Leandro Pardo, 2022) Alonso Revenga, Juana María; Calviño Martínez, Aída; Muñoz López, Susana; Balakrishnan, Narayanaswamy; Gil, María Ángeles; Martín Apaolaza, Nirian; Morales González, Domingo; Pardo, María del Carmen
    In this work we propose a new family of estimators, called minimum Rényi pseudodistance estimators (MRPE), as a robust generalization of maximum likelihood estimators (MLE) for the logistic regression model based on the Rényi pseudodistance introduced by Jones et al. [14], along with their corresponding asymptotic distribution. Based on this information, we further develop three types of confidence intervals (approximate and parametric and non-parametric bootstrap ones). Finally, a simulation study is conducted considering different levels of outliers, where a better behavior of the MRPE with respect to the MLE is shown.