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Composite likelihood: a simulation study

Grant number: 21/01516-7
Support Opportunities:Scholarships in Brazil - Scientific Initiation
Start date: April 01, 2021
End date: March 31, 2022
Field of knowledge:Physical Sciences and Mathematics - Probability and Statistics - Statistics
Principal Investigator:Luiz Koodi Hotta
Grantee:Leonardo Mazzamboni Colussi
Host Institution: Instituto de Matemática, Estatística e Computação Científica (IMECC). Universidade Estadual de Campinas (UNICAMP). Campinas , SP, Brazil
Associated research grant:18/04654-9 - Time series, wavelets and high dimensional data, AP.TEM

Abstract

The aim of the project is to familiarize the grantee with the method of composite likelihood. It considers simple models and through simulation analyzes the performance of the method for finite samples and the robustness to outliers.

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