A note on predictive densities based on composite likelihood methods

DOI10.1007/S40300-017-0118-YMaRDI QIDQ1640648zbMATH OpenOpenAlexFDO

Authors 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)

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Cites work

• scientific article; zbMATH DE number 5849508 (Why is no real title available?)
• scientific article; zbMATH DE number 4100431 (Why is no real title available?)
• A characterization theorem for externally Bayesian groups
• Adjusting estimative prediction limits
• Bayesian inference from composite likelihoods, with an application to spatial extremes
• Combining inflation density forecasts
• Elements of Information Theory
• Inference for clustered data using the independence loglikelihood
• On prediction intervals based on predictive likelihood or bootstrap methods
• On weighting of bivariate margins in pairwise likelihood
• Optimal prediction pools
• Pairwise Likelihood Inference for General State Space Models
• 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

Cited in

(1)

• scientific article; zbMATH DE number 5845507 (Why is no real title available?)

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