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Multiple robustness in factorized likelihood models

We consider inference under a nonparametric or semiparametric model with likelihood that factorizes as the product of two or more variation-independent factors. We are interested in a finite-dimensional parameter that depends on only one of the likelihood factors and whose estimation requires the au...

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Detalles Bibliográficos
Autores principales: Molina, J., Rotnitzky, A., Sued, M., Robins, J. M.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Oxford University Press 2017
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5793686/
https://www.ncbi.nlm.nih.gov/pubmed/29430033
http://dx.doi.org/10.1093/biomet/asx027
Descripción
Sumario:We consider inference under a nonparametric or semiparametric model with likelihood that factorizes as the product of two or more variation-independent factors. We are interested in a finite-dimensional parameter that depends on only one of the likelihood factors and whose estimation requires the auxiliary estimation of one or several nuisance functions. We investigate general structures conducive to the construction of so-called multiply robust estimating functions, whose computation requires postulating several dimension-reducing models but which have mean zero at the true parameter value provided one of these models is correct.