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Castilla González, Elena and Martín Apaolaza, Nirian and Pardo Llorente, Leandro and Zografos, Konstantinos (2020) Model Selection in a Composite Likelihood Framework Based on Density Power Divergence. Entropy, 22 (3). p. 270. ISSN 1099-4300
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Official URL: https://doi.org/10.3390/e22030270
Abstract
This paper presents a model selection criterion in a composite likelihood framework based on density power divergence measures and in the composite minimum density power divergence estimators, which depends on an tuning parameter α. After introducing such a criterion, some asymptotic properties are established. We present a simulation study and two numerical examples in order to point out the robustness properties of the introduced model selection criterion.
Item Type: | Article |
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Uncontrolled Keywords: | Composite likelihood; Composite minimum density power divergence estimators; Model selection |
Palabras clave (otros idiomas): | Probabilidad compuesta; Probabilidades |
Subjects: | Sciences > Mathematics Sciences > Mathematics > Probabilities |
ID Code: | 63188 |
Deposited On: | 30 Nov 2020 12:46 |
Last Modified: | 30 Nov 2020 15:43 |
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