کد مقاله | کد نشریه | سال انتشار | مقاله انگلیسی | نسخه تمام متن |
---|---|---|---|---|
1147652 | 957783 | 2011 | 8 صفحه PDF | دانلود رایگان |
عنوان انگلیسی مقاله ISI
On the robustness of maximum composite likelihood estimate
دانلود مقاله + سفارش ترجمه
دانلود مقاله ISI انگلیسی
رایگان برای ایرانیان
کلمات کلیدی
موضوعات مرتبط
مهندسی و علوم پایه
ریاضیات
ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
![عکس صفحه اول مقاله: On the robustness of maximum composite likelihood estimate On the robustness of maximum composite likelihood estimate](/preview/png/1147652.png)
چکیده انگلیسی
Composite likelihood methods have been receiving growing interest in a number of different application areas, where the likelihood function is too cumbersome to be evaluated. In the present paper, some theoretical properties of the maximum composite likelihood estimate (MCLE) are investigated in more detail. Robustness of consistency of the MCLE is studied in a general setting, and clarified and illustrated through some simple examples. We also carry out a simulation study of the performance of the MCLE in a constructed model suggested by Arnold (2010) that is not multivariate normal, but has multivariate normal marginal distributions.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 141, Issue 9, September 2011, Pages 3047–3054
Journal: Journal of Statistical Planning and Inference - Volume 141, Issue 9, September 2011, Pages 3047–3054
نویسندگان
Ximing Xu, N. Reid,