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)

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