On the robustness of maximum composite likelihood estimate

DOI10.1016/j.jspi.2011.03.026zbMath1216.62093OpenAlexW2076470657MaRDI QIDQ546081

Ximing Xu, Nancy Reid

Publication date: 24 June 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.03.026

zbMATH Keywords

consistencypseudo-likelihoodmodel misspecificationGodambe information

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35)

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