Composite Likelihood Methods Based on Minimum Density Power Divergence Estimator

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Castilla González, Elena and Martín, Nirian and Pardo Llorente, Leandro and Zografos, Konstantinos (2017) Composite Likelihood Methods Based on Minimum Density Power Divergence Estimator. Entropy, 20 (1). p. 18. ISSN 1099-4300

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Official URL: https://doi.org/10.3390/e20010018




Abstract

In this paper, a robust version of the Wald test statistic for composite likelihood is considered by using the composite minimum density power divergence estimator instead of the composite maximum likelihood estimator. This new family of test statistics will be called Wald-type test statistics. The problem of testing a simple and a composite null hypothesis is considered, and the robustness is studied on the basis of a simulation study. The composite minimum density power divergence estimator is also introduced, and its asymptotic properties are studied.


Item Type:Article
Uncontrolled Keywords:composite likelihood; maximum composite likelihood estimator; Wald test statistic; composite minimum density power divergence estimator; Wald-type test statistics
Palabras clave (otros idiomas):Probabilidades; Prueba de Wald
Subjects:Sciences > Mathematics
Sciences > Mathematics > Mathematical statistics
Sciences > Mathematics > Probabilities
ID Code:63185
Deposited On:27 Nov 2020 13:19
Last Modified:30 Nov 2020 08:31

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