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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Detalles Bibliográficos
Autores: Castilla González, Elena María, Martín, Nirian, Pardo Llorente, Leandro, Zografos, Konstantinos
Tipo de recurso: artículo
Fecha de publicación:2017
País:España
Institución:Universidad Complutense de Madrid (UCM)
Repositorio:Docta Complutense
Idioma:inglés
OAI Identifier:oai:docta.ucm.es:20.500.14352/19117
Acceso en línea:https://hdl.handle.net/20.500.14352/19117
Access Level:acceso abierto
Palabra clave:519.21
composite likelihood
maximum composite likelihood estimator
Wald test statistic
composite minimum density power divergence estimator
Wald-type test statistics
Probabilidades
Prueba de Wald
Matemáticas (Matemáticas)
Estadística matemática (Matemáticas)
Probabilidades (Matemáticas)
12 Matemáticas
1209 Estadística
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oai_identifier_str oai:docta.ucm.es:20.500.14352/19117
network_acronym_str ES
network_name_str España
repository_id_str
spelling Composite Likelihood Methods Based on Minimum Density Power Divergence EstimatorCastilla González, Elena MaríaMartín, NirianPardo Llorente, LeandroZografos, Konstantinos519.21composite likelihoodmaximum composite likelihood estimatorWald test statisticcomposite minimum density power divergence estimatorWald-type test statisticsProbabilidadesPrueba de WaldMatemáticas (Matemáticas)Estadística matemática (Matemáticas)Probabilidades (Matemáticas)12 Matemáticas1209 EstadísticaIn 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.https://www.mdpi.com/Universidad Complutense de Madrid20172017-01-0120172017-01-01journal articlehttp://purl.org/coar/resource_type/c_6501info:eu-repo/semantics/articleapplication/pdfhttps://hdl.handle.net/20.500.14352/19117reponame:Docta Complutenseinstname:Universidad Complutense de Madrid (UCM)Inglésengopen accesshttp://purl.org/coar/access_right/c_abf2Atribución 3.0 Españahttps://creativecommons.org/licenses/by/3.0/es/info:eu-repo/semantics/openAccessoai:docta.ucm.es:20.500.14352/191172026-06-02T12:44:21Z
dc.title.none.fl_str_mv Composite Likelihood Methods Based on Minimum Density Power Divergence Estimator
title Composite Likelihood Methods Based on Minimum Density Power Divergence Estimator
spellingShingle Composite Likelihood Methods Based on Minimum Density Power Divergence Estimator
Castilla González, Elena María
519.21
composite likelihood
maximum composite likelihood estimator
Wald test statistic
composite minimum density power divergence estimator
Wald-type test statistics
Probabilidades
Prueba de Wald
Matemáticas (Matemáticas)
Estadística matemática (Matemáticas)
Probabilidades (Matemáticas)
12 Matemáticas
1209 Estadística
title_short Composite Likelihood Methods Based on Minimum Density Power Divergence Estimator
title_full Composite Likelihood Methods Based on Minimum Density Power Divergence Estimator
title_fullStr Composite Likelihood Methods Based on Minimum Density Power Divergence Estimator
title_full_unstemmed Composite Likelihood Methods Based on Minimum Density Power Divergence Estimator
title_sort Composite Likelihood Methods Based on Minimum Density Power Divergence Estimator
dc.creator.none.fl_str_mv Castilla González, Elena María
Martín, Nirian
Pardo Llorente, Leandro
Zografos, Konstantinos
author Castilla González, Elena María
author_facet Castilla González, Elena María
Martín, Nirian
Pardo Llorente, Leandro
Zografos, Konstantinos
author_role author
author2 Martín, Nirian
Pardo Llorente, Leandro
Zografos, Konstantinos
author2_role author
author
author
dc.contributor.none.fl_str_mv Universidad Complutense de Madrid
dc.subject.none.fl_str_mv 519.21
composite likelihood
maximum composite likelihood estimator
Wald test statistic
composite minimum density power divergence estimator
Wald-type test statistics
Probabilidades
Prueba de Wald
Matemáticas (Matemáticas)
Estadística matemática (Matemáticas)
Probabilidades (Matemáticas)
12 Matemáticas
1209 Estadística
topic 519.21
composite likelihood
maximum composite likelihood estimator
Wald test statistic
composite minimum density power divergence estimator
Wald-type test statistics
Probabilidades
Prueba de Wald
Matemáticas (Matemáticas)
Estadística matemática (Matemáticas)
Probabilidades (Matemáticas)
12 Matemáticas
1209 Estadística
description 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.
publishDate 2017
dc.date.none.fl_str_mv 2017
2017-01-01
2017
2017-01-01
dc.type.none.fl_str_mv journal article
http://purl.org/coar/resource_type/c_6501
dc.type.openaire.fl_str_mv info:eu-repo/semantics/article
format article
dc.identifier.none.fl_str_mv https://hdl.handle.net/20.500.14352/19117
url https://hdl.handle.net/20.500.14352/19117
dc.language.none.fl_str_mv Inglés
eng
language_invalid_str_mv Inglés
language eng
dc.rights.none.fl_str_mv open access
http://purl.org/coar/access_right/c_abf2
Atribución 3.0 España
https://creativecommons.org/licenses/by/3.0/es/
dc.rights.openaire.fl_str_mv info:eu-repo/semantics/openAccess
rights_invalid_str_mv open access
http://purl.org/coar/access_right/c_abf2
Atribución 3.0 España
https://creativecommons.org/licenses/by/3.0/es/
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.publisher.none.fl_str_mv https://www.mdpi.com/
publisher.none.fl_str_mv https://www.mdpi.com/
dc.source.none.fl_str_mv reponame:Docta Complutense
instname:Universidad Complutense de Madrid (UCM)
instname_str Universidad Complutense de Madrid (UCM)
reponame_str Docta Complutense
collection Docta Complutense
repository.name.fl_str_mv
repository.mail.fl_str_mv
_version_ 1869408403668860928
score 15,300724

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