2026-06-01T01:59:21Zhttps://docta.ucm.es/rest/oai/request

oai:docta.ucm.es:20.500.14352/191172023-08-28T19:49:38Zcom_20.500.14352_14col_20.500.14352_15

Composite Likelihood Methods Based on Minimum Density Power Divergence Estimator Castilla González, Elena María Martín, Nirian Pardo Llorente, Leandro Zografos, Konstantinos 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 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. Depto. de Estadística e Investigación Operativa Fac. de Ciencias Matemáticas TRUE pub 2023-06-17T23:59:13Z 2023-06-17T23:59:13Z 2017 journal article https://hdl.handle.net/20.500.14352/19117 1099-4300 10.3390/e20010018 eng Atribución 3.0 España https://creativecommons.org/licenses/by/3.0/es/ open access application/pdf https://www.mdpi.com/