Multiple robustness in factorized likelihood models.
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ABSTRACT:
SUBMITTER: Molina J
PROVIDER: S-EPMC5793686 | biostudies-other | 2017 Sep
REPOSITORIES: biostudies-other
Publications
Multiple robustness in factorized likelihood models.
Molina J J Rotnitzky A A Sued M M Robins J M JM
Biometrika 20170615 3
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 p ...[more]
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