Reliable inference for complex models by discriminative composite likelihood estimation

DOI10.1016/j.jmva.2015.10.008zbMath1328.62118arXiv1502.04765OpenAlexW2131417739MaRDI QIDQ901279

Davide Ferrari, Chao Zheng

Publication date: 23 December 2015

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1502.04765

zbMATH Keywords

stabilityrobustnessmodel selectionexponential tiltingcomposite likelihood estimation

Mathematics Subject Classification ID

Multivariate analysis (62H99) Point estimation (62F10) Parametric inference under constraints (62F30) Statistical ranking and selection procedures (62F07)

Cites Work

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• Likelihood-Based Inference for Max-Stable Processes
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