A note on predictive densities based on composite likelihood methods

DOI10.1007/s40300-017-0118-yzbMath1416.62049OpenAlexW2747587266MaRDI QIDQ1640648

Paolo Vidoni

Publication date: 14 June 2018

Published in: Metron (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11390/1123900

zbMATH Keywords

Kullback-Leibler divergencepairwise likelihoodpredictive distributionlogarithmic prediction pool

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Foundations and philosophical topics in statistics (62A01)

Cites Work

• Unnamed Item
• Unnamed Item
• Inference for clustered data using the independence loglikelihood
• Optimal prediction pools
• A characterization theorem for externally Bayesian groups
• On weighting of bivariate margins in pairwise likelihood
• Pairwise likelihood inference for ordinal categorical time series
• Predictive likelihood: A review. With comments and a rejoinder by the author
• Probability aggregation methods in geoscience
• Bayesian Inference from Composite Likelihoods, with an Application to Spatial Extremes
• Combining inflation density forecasts
• Pairwise Likelihood Inference for General State Space Models
• On prediction intervals based on predictive likelihood or bootstrap methods
• Adjusting estimative prediction limits
• Elements of Information Theory

This page was built for publication: A note on predictive densities based on composite likelihood methods