Composite likelihood methods based on minimum
density power divergence estimator
(EN)
Zografos, Konstantinos
(EN)
Zografos, Konstantinos
(EN)
Πανεπιστήμιο Ιωαννίνων. Τμήμα Μαθηματικών
(EN)
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.
(EN)
