Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Statistical Inference Based on a New Weighted Likelihood Approach   We discuss a new weighted likelihood method for parametric estimation. The
method is motivated by the need for generating a simple estimation strategy
which provides a robust solution that is simultaneously fully efficient when
the model is correctly specified. This is achieved by appropriately weighting
the score function at each observation in the maximum likelihood score
equation. The weight function determines the compatibility of each observation
with the model in relation to the remaining observations and applies a
downweighting only if it is necessary, rather than automatically downweighting
a proportion of the observations all the time. This allows the estimators to
retain full asymptotic efficiency at the model. We establish all the
theoretical properties of the proposed estimators and substantiate the theory
developed through simulation and real data examples. Our approach provides an
alternative to the weighted likelihood method of Markatou et al. (1997, 1998).

19
The categories of this paper are: eess
35
The categories of this paper are: mtrl-th
15
The categories of this paper are: nucl-ex
29
The categories of this paper are: funct-an
14
The categories of this paper are: math-ph
0
The categories of this paper are: hep-ph
24
The categories of this paper are: dg-ga
32
The categories of this paper are: atom-ph
13
The categories of this paper are: quant-ph
28
The categories of this paper are: alg-geom
34
The categories of this paper are: chem-ph
21
The categories of this paper are: adap-org
18
The categories of this paper are: econ
6
The categories of this paper are: astro-ph
37
The categories of this paper are: supr-con
12
The categories of this paper are: nucl-th