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 <inline-formula> <math display="inline"> <sem...

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Bibliographic Details
Main Authors: Elena Castilla, Nirian Martín, Leandro Pardo, Konstantinos Zografos
Format: Article
Language:English
Published: MDPI AG 2020-02-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/22/3/270