Composite Likelihood Methods Based on Minimum Density Power Divergence Estimator
نویسندگان
چکیده
In this paper a robust version of the Wald test statistic for composite likelihood is 11 considered by using the composite minimum density power divergence estimator instead of the 12 composite maximum likelihood estimator. This new family of test statistics will be called Wald-type 13 test statistics. The problem of testing a simple and a composite null hypothesis is considered and 14 the robustness is studied on the basis of a simulation study. Previously, the composite minimum 15 density power divergence estimator is introduced and its asymptotic properties are studied. 16
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عنوان ژورنال:
- Entropy
دوره 20 شماره
صفحات -
تاریخ انتشار 2018