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Composite Likelihood Methods Based on Minimum Density Power Divergence Estimator

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...

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Wedi'i Gadw mewn:
Manylion Llyfryddiaeth
Cyhoeddwyd yn:Entropy (Basel)
Prif Awduron: Castilla, Elena, Martín, Nirian, Pardo, Leandro, Zografos, Konstantinos
Fformat: Artigo
Iaith:Inglês
Cyhoeddwyd: MDPI 2017
Pynciau:
Mynediad Ar-lein:https://ncbi.nlm.nih.gov/pmc/articles/PMC7512195/
https://ncbi.nlm.nih.gov/pubmed/33265108
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.3390/e20010018
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