AN OVERVIEW OF COMPOSITE LIKELIHOOD METHODS

AN OVERVIEW OF COMPOSITE LIKELIHOOD METHODS

A survey of recent developments in the theory and application of composite likelihood is provided, building on the review paper of Varin (2008). A range of application areas, including geostatistics, spatial extremes, and space-time models, as well as clustered and longitudinal data and time series...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Statistica Sinica 2011-01, Vol.21 (1), p.5-42
Hauptverfasser: Varin, Cristiano, Reid, Nancy, Firth, David
Format: Artikel
Sprache:eng
Schlagworte:
Binary data
Estimators
Inference
Longitudinal data
Maximum likelihood estimation
Maximum likelihood estimators
Modeling
Parametric models
Simulations
Statistical variance
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:A survey of recent developments in the theory and application of composite likelihood is provided, building on the review paper of Varin (2008). A range of application areas, including geostatistics, spatial extremes, and space-time models, as well as clustered and longitudinal data and time series are considered. The important area of applications to statistical genetics is omitted, in light of Larribe and Fearnhead (2011). Emphasis is given to the development of the theory, and the current state of knowledge on efficiency and robustness of composite likelihood inference.
ISSN:1017-0405
1996-8507