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Theoretical Properties of Composite Likelihoods

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DOI: 10.4236/ojs.2014.43018    2,694 Downloads   4,260 Views   Citations

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.

Conflicts of Interest

The authors declare no conflicts of interest.

Cite this paper

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

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