Theoretical Properties of Composite Likelihoods


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

Conflicts of Interest

The authors declare no conflicts of interest.


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