Open Journal of Statistics

Volume 4, Issue 3 (April 2014)

ISSN Print: 2161-718X   ISSN Online: 2161-7198

Google-based Impact Factor: 0.53  Citations  

Theoretical Properties of Composite Likelihoods

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DOI: 10.4236/ojs.2014.43018    3,213 Downloads   5,272 Views  Citations

ABSTRACT

The general functional form of composite likelihoods is derived by minimizing the Kullback-Leibler distance under structural constraints associated with low dimensional densities. Connections with the I-projection and the maximum entropy distributions are shown. Asymptotic properties of composite likelihood inference under the proposed information-theoretical framework are established.

Share and Cite:

Wang, X. and Wu, Y. (2014) Theoretical Properties of Composite Likelihoods. Open Journal of Statistics, 4, 188-197. doi: 10.4236/ojs.2014.43018.

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