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

DOI10.1007/S00362-019-01122-XMaRDI QIDQ2066536zbMATH OpenOpenAlexFDO

Authors Elena Castilla, N. Martín, K. Zografos, 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)

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Cites work

• A note on composite likelihood inference and model selection
• Adjusting composite likelihood ratio statistics
• An overview of composite likelihood methods
• Aspects of likelihood inference
• Choosing a robustness tuning parameter
• Composite likelihood Bayesian information criteria for model selection in high-dimensional data
• Goodness-of-fit statistics for discrete multivariate data
• scientific article; zbMATH DE number 3143969 (Why is no real title available?)
• scientific article; zbMATH DE number 777587 (Why is no real title available?)
• scientific article; zbMATH DE number 2221907 (Why is no real title available?)
• On divergence tests for composite hypotheses under composite likelihood
• On the robustness of maximum composite likelihood estimate
• Robust and efficient estimation by minimising a density power divergence
• Robust estimation for non-homogeneous data and the selection of the optimal tuning parameter: the density power divergence approach
• Statistical Inference
• Testing composite hypothesis based on the density power divergence

Cited in

(6)

• 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
• On divergence tests for composite hypotheses under composite likelihood
• Robust Rao-type tests for step-stress accelerated lifetests with interval-censored data and Weibull lifetime distributions

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