Composite Likelihood Methods Based on Minimum Density Power Divergence Estimator

被引：6

作者：

Castilla, Elena ^{[1
]}

Martin, Nirian ^{[2
]}

Pardo, Leandro ^{[1
]}

Zografos, Konstantinos ^{[3
]}

机构：

[1] Univ Complutense Madrid, Dept Stat & OR 1, Madrid 28040, Spain

[2] Univ Complutense Madrid, Dept Stat & OR 2, Madrid 28003, Spain

[3] Univ Ioannina, Dept Math, GR-45110 Ioannina, Greece

来源：

ENTROPY | 2018年 / 20卷 / 01期

关键词：

composite likelihood; maximum composite likelihood estimator; Wald test statistic; composite minimum density power divergence estimator; Wald-type test statistics; ROBUST;

D O I：

10.3390/e20010018

中图分类号：

O4 [物理学];

学科分类号：

0702 ;

摘要：

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.

引用

页数：20

共 50 条

[31] Consistency of minimizing a penalized density power divergence estimator for mixing distribution
Taewook Lee
Sangyeol Lee
Statistical Papers, 2009, 50 : 67 - 80
[32] Generalized Wald-type tests based on minimum density power divergence estimators
Basu, A.
Mandal, A.
Martin, N.
Pardo, L.
STATISTICS, 2016, 50 (01) : 1 - 26
[33] Minimum Φ-divergence estimator in logistic regression models
Julio Angel Pardo
Leandro Pardo
María del Carmen Pardo
Statistical Papers, 2006, 47 : 91 - 108
[34] Minimum φ-divergence estimator in logistic regression models
Pardo, JA
Pardo, L
Pardo, MD
STATISTICAL PAPERS, 2006, 47 (01) : 91 - 108
[35] Minimum Density Power Divergence Estimation for the Generalized Exponential Distribution
Department of Mathematics and Statistics, Indian Institute of Technology Kanpur, Kanpur
208016, India
arXiv, 1600,
[36] Minimum density power divergence estimation for the generalized exponential distribution
Hazra, Arnab
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2024,
[37] Minimum Sample Quasi Maximum Likelihood Estimator
Dallil, Ahmed
Ouldali, Abdelaziz
2019 20TH INTERNATIONAL RADAR SYMPOSIUM (IRS), 2019,
[38] ITERATED MINIMUM DISTANCE ESTIMATOR AND QUASI-MAXIMUM LIKELIHOOD ESTIMATOR
PHILLIPS, PCB
ECONOMETRICA, 1976, 44 (03) : 449 - 460
[39] On tests of independence based on minimum φ-divergence estimator with constraints:: An application to modeling DNA
Menendez, M. L.
Pardo, J. A.
Pardo, L.
Zografos, K.
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2006, 51 (02) : 1100 - 1118
[40] The Minimum Density Power Divergence Approach in Building Robust Regression Models
Durio, Alessandra
Isaia, Ennio Davide
INFORMATICA, 2011, 22 (01) : 43 - 56

← 1 2 3 4 5 →