The Residual Adjustment Function and Weighted Likelihood:
A Graphical Interpretation of
Robustness of Minimum Disparity Estimators
The minimum disparity estimators of Lindsay (1994) combine full asymptotic efficiency and attractive robustness properties and hence are useful practical tools. The residual adjustment function (RAF) introduced and used by Lindsay in this context helps to graphically interpret the robustness of the estimators, but this representation is not completely satisfactory since the domain of the RAF is infinite. In this paper we develop another graphical representation to summarize the behavior of the minimum disparity estimators in relation to maximum likelihood which gives useful insights.
Key Words: Residual adjustment function; Pearson residual; Neyman residual.