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  • 标题:Theoretical Properties of Composite Likelihoods
  • 本地全文:下载
  • 作者:Xiaogang Wang ; Yuehua Wu
  • 期刊名称:Open Journal of Statistics
  • 印刷版ISSN:2161-718X
  • 电子版ISSN:2161-7198
  • 出版年度:2014
  • 卷号:04
  • 期号:03
  • 页码:188-197
  • DOI:10.4236/ojs.2014.43018
  • 语种:English
  • 出版社:Scientific Research Publishing
  • 摘要: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.
  • 关键词:Composite Likelihood; I-Divergence; Information Theory; Likelihood Weights; Maximum Entropy Distribution
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