Cargando…
Model Selection in a Composite Likelihood Framework Based on Density Power Divergence
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 [Formula: see text]. After introducing such a criterion, some asymptot...
Autores principales: | Castilla, Elena, Martín, Nirian, Pardo, Leandro, Zografos, Konstantinos |
---|---|
Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
MDPI
2020
|
Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7516723/ https://www.ncbi.nlm.nih.gov/pubmed/33286044 http://dx.doi.org/10.3390/e22030270 |
Ejemplares similares
-
Composite Likelihood Methods Based on Minimum Density Power Divergence Estimator
por: Castilla, Elena, et al.
Publicado: (2017) -
Robust Procedures for Estimating and Testing in the Framework of Divergence Measures
por: Pardo, Leandro, et al.
Publicado: (2021) -
Branch length estimation and divergence dating: estimates of error in Bayesian and maximum likelihood frameworks
por: Schwartz, Rachel S, et al.
Publicado: (2010) -
An Approach to Canonical Correlation Analysis Based on Rényi’s Pseudodistances
por: Jaenada, María, et al.
Publicado: (2023) -
Statistical inference based on divergence measures
por: Pardo, Leandro
Publicado: (2005)