This is a preview. Log in through your library . Abstract It is well known that, in misspecified parametric models, the maximum likelihood estimator (MLE) is consistent for the pseudo-true value and ...
We extend the KVB approach of Kiefer, Vogelsang, and Bunzel (2000) to constructing robust M tests without consistent estimation of the asymptotic covariance matrix. We demonstrate that, when model ...
Graphical models provide a robust framework for representing the conditional independence structure between variables through networks, enabling nuanced insight into complex high-dimensional data.