On divergence tests for composite hypotheses under composite likelihood
Abstract It is well-known that in some situations it is not easy to compute the likelihood function as the datasets might be large or the model is too complex. In that contexts composite likelihood, derived by multiplying the likelihoods of subjects of the variables, may be useful. The extension of...
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Gespeichert in:
| Autor*in: |
Martín, N. [verfasserIn] |
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| Format: |
Artikel |
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| Sprache: |
Englisch |
| Erschienen: |
2017 |
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| Schlagwörter: |
Maximum composite likelihood estimator |
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| Anmerkung: |
© Springer-Verlag Berlin Heidelberg 2017 |
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| Übergeordnetes Werk: |
Enthalten in: Statistical papers - Springer Berlin Heidelberg, 1988, 60(2017), 6 vom: 31. März, Seite 1883-1919 |
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| Übergeordnetes Werk: |
volume:60 ; year:2017 ; number:6 ; day:31 ; month:03 ; pages:1883-1919 |
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| DOI / URN: |
10.1007/s00362-017-0900-1 |
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OLC2025029527 |
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| 520 | |a Abstract It is well-known that in some situations it is not easy to compute the likelihood function as the datasets might be large or the model is too complex. In that contexts composite likelihood, derived by multiplying the likelihoods of subjects of the variables, may be useful. The extension of the classical likelihood ratio test statistics to the framework of composite likelihoods is used as a procedure to solve the problem of testing in the context of composite likelihood. In this paper we introduce and study a new family of test statistics for composite likelihood: Composite $$\phi $$ -divergence test statistics for solving the problem of testing a simple null hypothesis or a composite null hypothesis. To do that we introduce and study the asymptotic distribution of the restricted maximum composite likelihood estimate. | ||
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10.1007/s00362-017-0900-1 doi (DE-627)OLC2025029527 (DE-He213)s00362-017-0900-1-p DE-627 ger DE-627 rakwb eng 300 330 510 VZ Martín, N. verfasserin aut On divergence tests for composite hypotheses under composite likelihood 2017 Text txt rdacontent ohne Hilfsmittel zu benutzen n rdamedia Band nc rdacarrier © Springer-Verlag Berlin Heidelberg 2017 Abstract It is well-known that in some situations it is not easy to compute the likelihood function as the datasets might be large or the model is too complex. In that contexts composite likelihood, derived by multiplying the likelihoods of subjects of the variables, may be useful. The extension of the classical likelihood ratio test statistics to the framework of composite likelihoods is used as a procedure to solve the problem of testing in the context of composite likelihood. In this paper we introduce and study a new family of test statistics for composite likelihood: Composite $$\phi $$ -divergence test statistics for solving the problem of testing a simple null hypothesis or a composite null hypothesis. To do that we introduce and study the asymptotic distribution of the restricted maximum composite likelihood estimate. Composite likelihood Maximum composite likelihood estimator Restricted maximum composite likelihood estimator Composite likelihood -divergence test-statistics Pardo, L. aut Zografos, K. aut Enthalten in Statistical papers Springer Berlin Heidelberg, 1988 60(2017), 6 vom: 31. März, Seite 1883-1919 (DE-627)129572292 (DE-600)227641-0 (DE-576)015069486 0932-5026 nnns volume:60 year:2017 number:6 day:31 month:03 pages:1883-1919 https://doi.org/10.1007/s00362-017-0900-1 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_OLC SSG-OLC-MAT SSG-OLC-WIW SSG-OPC-MAT GBV_ILN_11 GBV_ILN_26 GBV_ILN_70 GBV_ILN_130 GBV_ILN_2018 GBV_ILN_4046 GBV_ILN_4277 GBV_ILN_4319 GBV_ILN_4326 AR 60 2017 6 31 03 1883-1919 |
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10.1007/s00362-017-0900-1 doi (DE-627)OLC2025029527 (DE-He213)s00362-017-0900-1-p DE-627 ger DE-627 rakwb eng 300 330 510 VZ Martín, N. verfasserin aut On divergence tests for composite hypotheses under composite likelihood 2017 Text txt rdacontent ohne Hilfsmittel zu benutzen n rdamedia Band nc rdacarrier © Springer-Verlag Berlin Heidelberg 2017 Abstract It is well-known that in some situations it is not easy to compute the likelihood function as the datasets might be large or the model is too complex. In that contexts composite likelihood, derived by multiplying the likelihoods of subjects of the variables, may be useful. The extension of the classical likelihood ratio test statistics to the framework of composite likelihoods is used as a procedure to solve the problem of testing in the context of composite likelihood. In this paper we introduce and study a new family of test statistics for composite likelihood: Composite $$\phi $$ -divergence test statistics for solving the problem of testing a simple null hypothesis or a composite null hypothesis. To do that we introduce and study the asymptotic distribution of the restricted maximum composite likelihood estimate. Composite likelihood Maximum composite likelihood estimator Restricted maximum composite likelihood estimator Composite likelihood -divergence test-statistics Pardo, L. aut Zografos, K. aut Enthalten in Statistical papers Springer Berlin Heidelberg, 1988 60(2017), 6 vom: 31. März, Seite 1883-1919 (DE-627)129572292 (DE-600)227641-0 (DE-576)015069486 0932-5026 nnns volume:60 year:2017 number:6 day:31 month:03 pages:1883-1919 https://doi.org/10.1007/s00362-017-0900-1 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_OLC SSG-OLC-MAT SSG-OLC-WIW SSG-OPC-MAT GBV_ILN_11 GBV_ILN_26 GBV_ILN_70 GBV_ILN_130 GBV_ILN_2018 GBV_ILN_4046 GBV_ILN_4277 GBV_ILN_4319 GBV_ILN_4326 AR 60 2017 6 31 03 1883-1919 |
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10.1007/s00362-017-0900-1 doi (DE-627)OLC2025029527 (DE-He213)s00362-017-0900-1-p DE-627 ger DE-627 rakwb eng 300 330 510 VZ Martín, N. verfasserin aut On divergence tests for composite hypotheses under composite likelihood 2017 Text txt rdacontent ohne Hilfsmittel zu benutzen n rdamedia Band nc rdacarrier © Springer-Verlag Berlin Heidelberg 2017 Abstract It is well-known that in some situations it is not easy to compute the likelihood function as the datasets might be large or the model is too complex. In that contexts composite likelihood, derived by multiplying the likelihoods of subjects of the variables, may be useful. The extension of the classical likelihood ratio test statistics to the framework of composite likelihoods is used as a procedure to solve the problem of testing in the context of composite likelihood. In this paper we introduce and study a new family of test statistics for composite likelihood: Composite $$\phi $$ -divergence test statistics for solving the problem of testing a simple null hypothesis or a composite null hypothesis. To do that we introduce and study the asymptotic distribution of the restricted maximum composite likelihood estimate. Composite likelihood Maximum composite likelihood estimator Restricted maximum composite likelihood estimator Composite likelihood -divergence test-statistics Pardo, L. aut Zografos, K. aut Enthalten in Statistical papers Springer Berlin Heidelberg, 1988 60(2017), 6 vom: 31. März, Seite 1883-1919 (DE-627)129572292 (DE-600)227641-0 (DE-576)015069486 0932-5026 nnns volume:60 year:2017 number:6 day:31 month:03 pages:1883-1919 https://doi.org/10.1007/s00362-017-0900-1 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_OLC SSG-OLC-MAT SSG-OLC-WIW SSG-OPC-MAT GBV_ILN_11 GBV_ILN_26 GBV_ILN_70 GBV_ILN_130 GBV_ILN_2018 GBV_ILN_4046 GBV_ILN_4277 GBV_ILN_4319 GBV_ILN_4326 AR 60 2017 6 31 03 1883-1919 |
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10.1007/s00362-017-0900-1 doi (DE-627)OLC2025029527 (DE-He213)s00362-017-0900-1-p DE-627 ger DE-627 rakwb eng 300 330 510 VZ Martín, N. verfasserin aut On divergence tests for composite hypotheses under composite likelihood 2017 Text txt rdacontent ohne Hilfsmittel zu benutzen n rdamedia Band nc rdacarrier © Springer-Verlag Berlin Heidelberg 2017 Abstract It is well-known that in some situations it is not easy to compute the likelihood function as the datasets might be large or the model is too complex. In that contexts composite likelihood, derived by multiplying the likelihoods of subjects of the variables, may be useful. The extension of the classical likelihood ratio test statistics to the framework of composite likelihoods is used as a procedure to solve the problem of testing in the context of composite likelihood. In this paper we introduce and study a new family of test statistics for composite likelihood: Composite $$\phi $$ -divergence test statistics for solving the problem of testing a simple null hypothesis or a composite null hypothesis. To do that we introduce and study the asymptotic distribution of the restricted maximum composite likelihood estimate. Composite likelihood Maximum composite likelihood estimator Restricted maximum composite likelihood estimator Composite likelihood -divergence test-statistics Pardo, L. aut Zografos, K. aut Enthalten in Statistical papers Springer Berlin Heidelberg, 1988 60(2017), 6 vom: 31. März, Seite 1883-1919 (DE-627)129572292 (DE-600)227641-0 (DE-576)015069486 0932-5026 nnns volume:60 year:2017 number:6 day:31 month:03 pages:1883-1919 https://doi.org/10.1007/s00362-017-0900-1 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_OLC SSG-OLC-MAT SSG-OLC-WIW SSG-OPC-MAT GBV_ILN_11 GBV_ILN_26 GBV_ILN_70 GBV_ILN_130 GBV_ILN_2018 GBV_ILN_4046 GBV_ILN_4277 GBV_ILN_4319 GBV_ILN_4326 AR 60 2017 6 31 03 1883-1919 |
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10.1007/s00362-017-0900-1 doi (DE-627)OLC2025029527 (DE-He213)s00362-017-0900-1-p DE-627 ger DE-627 rakwb eng 300 330 510 VZ Martín, N. verfasserin aut On divergence tests for composite hypotheses under composite likelihood 2017 Text txt rdacontent ohne Hilfsmittel zu benutzen n rdamedia Band nc rdacarrier © Springer-Verlag Berlin Heidelberg 2017 Abstract It is well-known that in some situations it is not easy to compute the likelihood function as the datasets might be large or the model is too complex. In that contexts composite likelihood, derived by multiplying the likelihoods of subjects of the variables, may be useful. The extension of the classical likelihood ratio test statistics to the framework of composite likelihoods is used as a procedure to solve the problem of testing in the context of composite likelihood. In this paper we introduce and study a new family of test statistics for composite likelihood: Composite $$\phi $$ -divergence test statistics for solving the problem of testing a simple null hypothesis or a composite null hypothesis. To do that we introduce and study the asymptotic distribution of the restricted maximum composite likelihood estimate. Composite likelihood Maximum composite likelihood estimator Restricted maximum composite likelihood estimator Composite likelihood -divergence test-statistics Pardo, L. aut Zografos, K. aut Enthalten in Statistical papers Springer Berlin Heidelberg, 1988 60(2017), 6 vom: 31. März, Seite 1883-1919 (DE-627)129572292 (DE-600)227641-0 (DE-576)015069486 0932-5026 nnns volume:60 year:2017 number:6 day:31 month:03 pages:1883-1919 https://doi.org/10.1007/s00362-017-0900-1 lizenzpflichtig Volltext GBV_USEFLAG_A SYSFLAG_A GBV_OLC SSG-OLC-MAT SSG-OLC-WIW SSG-OPC-MAT GBV_ILN_11 GBV_ILN_26 GBV_ILN_70 GBV_ILN_130 GBV_ILN_2018 GBV_ILN_4046 GBV_ILN_4277 GBV_ILN_4319 GBV_ILN_4326 AR 60 2017 6 31 03 1883-1919 |
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Abstract It is well-known that in some situations it is not easy to compute the likelihood function as the datasets might be large or the model is too complex. In that contexts composite likelihood, derived by multiplying the likelihoods of subjects of the variables, may be useful. The extension of the classical likelihood ratio test statistics to the framework of composite likelihoods is used as a procedure to solve the problem of testing in the context of composite likelihood. In this paper we introduce and study a new family of test statistics for composite likelihood: Composite $$\phi $$ -divergence test statistics for solving the problem of testing a simple null hypothesis or a composite null hypothesis. To do that we introduce and study the asymptotic distribution of the restricted maximum composite likelihood estimate. © Springer-Verlag Berlin Heidelberg 2017 |
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Abstract It is well-known that in some situations it is not easy to compute the likelihood function as the datasets might be large or the model is too complex. In that contexts composite likelihood, derived by multiplying the likelihoods of subjects of the variables, may be useful. The extension of the classical likelihood ratio test statistics to the framework of composite likelihoods is used as a procedure to solve the problem of testing in the context of composite likelihood. In this paper we introduce and study a new family of test statistics for composite likelihood: Composite $$\phi $$ -divergence test statistics for solving the problem of testing a simple null hypothesis or a composite null hypothesis. To do that we introduce and study the asymptotic distribution of the restricted maximum composite likelihood estimate. © Springer-Verlag Berlin Heidelberg 2017 |
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Abstract It is well-known that in some situations it is not easy to compute the likelihood function as the datasets might be large or the model is too complex. In that contexts composite likelihood, derived by multiplying the likelihoods of subjects of the variables, may be useful. The extension of the classical likelihood ratio test statistics to the framework of composite likelihoods is used as a procedure to solve the problem of testing in the context of composite likelihood. In this paper we introduce and study a new family of test statistics for composite likelihood: Composite $$\phi $$ -divergence test statistics for solving the problem of testing a simple null hypothesis or a composite null hypothesis. To do that we introduce and study the asymptotic distribution of the restricted maximum composite likelihood estimate. © Springer-Verlag Berlin Heidelberg 2017 |
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On divergence tests for composite hypotheses under composite likelihood |
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Pardo, L. Zografos, K. |
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