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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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.
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