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Theoretical Properties of Composite Likelihoods
Department of Mathematics and Statistics, York University, Toronto, Canada
Department of Mathematics and Statistics, York University, Toronto, Canada
- 1 Department of Mathematics and Statistics, York University, Toronto, Canada
- 2 Department of Mathematics and Statistics, York University, Toronto, Canada
Open Journal of Statistics·Volume 04 (2014)·Pages 188–197·Published 28 March 2014·DOI10.4236/ojs.2014.43018
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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.
KeywordsComposite LikelihoodI-DivergenceInformation TheoryLikelihood WeightsMaximum Entropy Distribution
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