Reliable inference for complex models by discriminative composite likelihood estimation

DOI10.1016/j.jmva.2015.10.008zbMath1328.62118arXiv1502.04765MaRDI 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

stability; robustness; model selection; exponential tilting; composite likelihood estimation

Mathematics Subject Classification ID

62H99: Multivariate analysis

62F10: Point estimation

62F30: Parametric inference under constraints

62F07: Statistical ranking and selection procedures

Cites Work

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