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Composite Likelihood Methods Based on Minimum Density Power Divergence Estimator

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Submitted:

06 November 2017

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06 November 2017

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Abstract
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. Previously, the composite minimum density power divergence estimator is introduced and its asymptotic properties are studied.
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Subject: Computer Science and Mathematics  -   Probability and Statistics
Copyright: This open access article is published under a Creative Commons CC BY 4.0 license, which permit the free download, distribution, and reuse, provided that the author and preprint are cited in any reuse.
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