Topic: Contributed on Robust statistical modelling Title: Weighted likelihood-based inference for the stress strength reliability parameter Authors:  Luca Greco - University of Sannio - Benevento (Italy) [presenting]
Abstract: The problem of evaluating the stress-strength reliability parameter is considered when both stress and strength data are prone to contamination. It is well-known that standard likelihood-based inference can be badly affected by mild departures from model assumptions, that often occur in the form of several outliers. The proposed robust method relies on the weighted likelihood methodology. This approach has the advantage to lead to robust estimators, tests and confidence intervals that share the main asymptotic properties of their classical counterparts based on the likelihood function.