Publication:
Composite Likelihood Methods Based on Minimum Density Power Divergence Estimator

dc.contributor.authorCastilla González, Elena María
dc.contributor.authorMartín, Nirian
dc.contributor.authorPardo Llorente, Leandro
dc.contributor.authorZografos, Konstantinos
dc.date.accessioned2023-06-17T23:59:13Z
dc.date.available2023-06-17T23:59:13Z
dc.date.issued2017
dc.description.abstractIn 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.
dc.description.departmentDepto. de Estadística e Investigación Operativa
dc.description.facultyFac. de Ciencias Matemáticas
dc.description.refereedTRUE
dc.description.statuspub
dc.eprint.idhttps://eprints.ucm.es/id/eprint/63185
dc.identifier.citation1. Basu, A.; Harris, I.R.; Hjort, N.L.; Jones, M.C. Robust and efficient estimation by minimizing a density power divergence. Biometrika 1998, 85, 549–559. 2. Basu, A.; Mandal, A.; Martín, N.; Pardo, L. Testing statistical hypotheses based on the density power divergence. Ann. Inst. Stat. Math. 2013, 65, 319–348 3. Basu, A.; Mandal, A.; Martín, N.; Pardo, L. Robust tests for the equality of two normal means based on the density power divergence. Metrika 2015, 78, 611–634. 4. Basu, A.; Mandal, A.; Martín, N.; Pardo, L. Generalized Wald-type tests based on minimum density power divergence estimators. Statistics 2016, 50, 1–26. 5. Basu, A.; Ghosh, A.; Mandal, A.; Martín, N.; Pardo, L. A Wald-type test statistic for testing linear hypothesis in logistic regression models based on minimum density power divergence estimator. Electon. J. Stat. 2017, 11, 2741–2772. 6. Ghosh, A.; Mandal, A.; Martín, N.; Pardo, L. Influence analysis of robust Wald-type tests. J. Multivar. Anal. 2016, 147, 102–126. 7. Varin, C.; Reid, N.; Firth, D. An overview of composite likelihood methods. Stat. Sin. 2011, 21, 4–42. 8. Xu, X.; Reid, N. On the robustness of maximum composite estimate. J. Stat. Plan. Inference 2011, 141, 3047–3054. 9. Joe, H.; Reid, N.; Somg, P.X.; Firth, D.; Varin, C. Composite Likelihood Methods. Report on the Workshop on Composite Likelihood; 2012. Available online: http://www.birs.ca/events/2012/5-day-workshops/ 12w5046 (accessed on 28 December 2017). 10. Lindsay, G. Composite likelihood methods. Contemp. Math. 1998, 80, 221–239. 11. Basu, A.; Shioya, H.; Park, C. Statistical Inference: The Minimum Distance Approach; Chapman & Hall/CRC: Boca Raton, FA, USA, 2011. 12. Maronna, R.A.; Martin, R.D.; Yohai, V.J. Time Series, in Robust Statistics: Theory and Methods; John Wiley & Sons, Ltd.: Chichester, UK, 2006. 13. Martín, N.; Pardo, L.; Zografos, K. On divergence tests for composite hypotheses under composite likelihood. In Statistical Papers; Springer: Berlin/Heidelberg, Germany, 2017. 14. Pardo, L. Statistical Inference Based on Divergence Measures; Chapman & Hall/CRC: Boca Raton, FA, USA, 2006.
dc.identifier.doi10.3390/e20010018
dc.identifier.issn1099-4300
dc.identifier.officialurlhttps://doi.org/10.3390/e20010018
dc.identifier.relatedurlhttps://www.mdpi.com/1099-4300/20/1/18
dc.identifier.urihttps://hdl.handle.net/20.500.14352/19117
dc.issue.number1
dc.journal.titleEntropy
dc.language.isoeng
dc.page.initial18
dc.publisherhttps://www.mdpi.com/
dc.rightsAtribución 3.0 España
dc.rights.accessRightsopen access
dc.rights.urihttps://creativecommons.org/licenses/by/3.0/es/
dc.subject.cdu519.21
dc.subject.keywordcomposite likelihood
dc.subject.keywordmaximum composite likelihood estimator
dc.subject.keywordWald test statistic
dc.subject.keywordcomposite minimum density power divergence estimator
dc.subject.keywordWald-type test statistics
dc.subject.keywordProbabilidades
dc.subject.keywordPrueba de Wald
dc.subject.ucmMatemáticas (Matemáticas)
dc.subject.ucmEstadística matemática (Matemáticas)
dc.subject.ucmProbabilidades (Matemáticas)
dc.subject.unesco12 Matemáticas
dc.subject.unesco1209 Estadística
dc.titleComposite Likelihood Methods Based on Minimum Density Power Divergence Estimator
dc.typejournal article
dc.volume.number20
dspace.entity.typePublication
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relation.isAuthorOfPublicationa6409cba-03ce-4c3b-af08-e673b7b2bf58
relation.isAuthorOfPublication.latestForDiscovery9a67ded0-2436-44f5-bdc9-07033ae6f956
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