Model Selection in a Composite Likelihood Framework Based on Density Power Divergence
2020
This paper presents a model selection criterion in a composite likelihood framework based on density power divergence measures and in the composite minimum density power divergence estimators, which depends on an tuning parameter α . After introducing such a criterion, some asymptotic properties are established. We present a simulation study and two numerical examples in order to point out the robustness properties of the introduced model selection criterion.
Keywords:
- Correction
- Source
- Cite
- Save
- Machine Reading By IdeaReader
32
References
2
Citations
NaN
KQI