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On full efficiency of the maximum composite likelihood estimator

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  • Kenne Pagui, E.C.
  • Salvan, A.
  • Sartori, N.

Abstract

We establish conditions for full efficiency of the maximum composite likelihood estimator, related to proportionality of the full and composite score functions. A major application is in exponential family models. An illustrative example is considered.

Suggested Citation

  • Kenne Pagui, E.C. & Salvan, A. & Sartori, N., 2015. "On full efficiency of the maximum composite likelihood estimator," Statistics & Probability Letters, Elsevier, vol. 97(C), pages 120-124.
    • Handle: RePEc:eee:stapro:v:97:y:2015:i:c:p:120-124
    DOI: 10.1016/j.spl.2014.11.003
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    References listed on IDEAS

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