Composite likelihood methods: Rao-type tests based on composite minimum density power divergence estimator

DOI10.1007/s00362-019-01122-xzbMath1477.62070OpenAlexW2961611120MaRDI QIDQ2066536

Konstantinos G. Zografos, Elena Castilla, Nirian Martín, Leandro Pardo

Publication date: 14 January 2022

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-019-01122-x

zbMATH Keywords

composite likelihoodcomposite minimum density power divergence estimatorsRao-type test statisticsrestricted composite minimum density power divergence estimators

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

Related Items (4)

On distance-type Gaussian estimation ⋮ A note on the notion of informative composite density ⋮ A model selection criterion for count models based on a divergence between probability generating functions ⋮ On the choice of the optimal tuning parameter in robust one-shot device testing analysis

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