Composite Likelihood Methods Based on Minimum Density Power Divergence Estimator
| dc.contributor.author | Castilla González, Elena María | |
| dc.contributor.author | Martín, Nirian | |
| dc.contributor.author | Pardo Llorente, Leandro | |
| dc.contributor.author | Zografos, Konstantinos | |
| dc.date.accessioned | 2023-06-17T23:59:13Z | |
| dc.date.available | 2023-06-17T23:59:13Z | |
| dc.date.issued | 2017 | |
| dc.description.abstract | 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. | |
| dc.description.department | Depto. de Estadística e Investigación Operativa | |
| dc.description.faculty | Fac. de Ciencias Matemáticas | |
| dc.description.refereed | TRUE | |
| dc.description.status | pub | |
| dc.eprint.id | https://eprints.ucm.es/id/eprint/63185 | |
| dc.identifier.doi | 10.3390/e20010018 | |
| dc.identifier.issn | 1099-4300 | |
| dc.identifier.officialurl | https://doi.org/10.3390/e20010018 | |
| dc.identifier.relatedurl | https://www.mdpi.com/1099-4300/20/1/18 | |
| dc.identifier.uri | https://hdl.handle.net/20.500.14352/19117 | |
| dc.issue.number | 1 | |
| dc.journal.title | Entropy | |
| dc.language.iso | eng | |
| dc.page.initial | 18 | |
| dc.publisher | https://www.mdpi.com/ | |
| dc.rights | Atribución 3.0 España | |
| dc.rights.accessRights | open access | |
| dc.rights.uri | https://creativecommons.org/licenses/by/3.0/es/ | |
| dc.subject.cdu | 519.21 | |
| dc.subject.keyword | composite likelihood | |
| dc.subject.keyword | maximum composite likelihood estimator | |
| dc.subject.keyword | Wald test statistic | |
| dc.subject.keyword | composite minimum density power divergence estimator | |
| dc.subject.keyword | Wald-type test statistics | |
| dc.subject.keyword | Probabilidades | |
| dc.subject.keyword | Prueba de Wald | |
| dc.subject.ucm | Matemáticas (Matemáticas) | |
| dc.subject.ucm | Estadística matemática (Matemáticas) | |
| dc.subject.ucm | Probabilidades (Matemáticas) | |
| dc.subject.unesco | 12 Matemáticas | |
| dc.subject.unesco | 1209 Estadística | |
| dc.title | Composite Likelihood Methods Based on Minimum Density Power Divergence Estimator | |
| dc.type | journal article | |
| dc.volume.number | 20 | |
| dcterms.references | 1. 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. | |
| dspace.entity.type | Publication | |
| relation.isAuthorOfPublication | 9a67ded0-2436-44f5-bdc9-07033ae6f956 | |
| relation.isAuthorOfPublication | a6409cba-03ce-4c3b-af08-e673b7b2bf58 | |
| relation.isAuthorOfPublication.latestForDiscovery | 9a67ded0-2436-44f5-bdc9-07033ae6f956 |
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