A conditional composite likelihood ratio test with boundary constraints
成果类型：
Article
署名作者：
Chen, Yong; Huang, Jing; Ning, Yang; Liang, Kung-Yee; Lindsay, Bruce G.
署名单位：
University of Pennsylvania; Cornell University; National Yang Ming Chiao Tung University
刊物名称：
BIOMETRIKA
ISSN/ISSBN：
0006-3444
DOI：
10.1093/biomet/asx066
发表日期：
2018
页码：
225232
关键词：
摘要：
Composite likelihood has been widely used in applications. The asymptotic distribution of the composite likelihood ratio statistic at the boundary of the parameter space is a complicated mixture of weighted chi(2) distributions. In this paper we propose a conditional test with data-dependent degrees of freedom. We consider a modification of the composite likelihood which satisfies the second-order Bartlett identity. We show that the modified composite likelihood ratio statistic given the number of estimated parameters lying on the boundary converges to a simple chi(2) distribution. This conditional testing procedure is validated through simulation studies.