Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7549456 | Statistics & Probability Letters | 2015 | 5 Pages |
Abstract
We establish conditions for full efficiency of the maximum composite likelihood estimator, related to proportionality of the full and composite score functions. A major application is in exponential family models. An illustrative example is considered.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
E.C. Kenne Pagui, A. Salvan, N. Sartori,