RT Journal Article
T1 Composite Likelihood Methods Based on Minimum Density Power Divergence Estimator
A1 Castilla González, Elena María
A1 Martín, Nirian
A1 Pardo Llorente, Leandro
A1 Zografos, Konstantinos
AB 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.
PB https://www.mdpi.com/
SN 1099-4300
YR 2017
FD 2017
LK https://hdl.handle.net/20.500.14352/19117
UL https://hdl.handle.net/20.500.14352/19117
LA eng
DS Docta Complutense
RD 7 jun 2025