Regularization of Bayesian quasi-likelihoods constructed from complex estimating functions

DOI10.1016/J.CSDA.2020.106977MaRDI QIDQ2189604OpenAlexFDO

Authors Ray S. W. Chung, Mike K. P. So, Amanda M. Y. Chu, Thomas W. C. Chan

Publication date 16 June 2020

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2020.106977

zbMATH Keywords

Bayesian inferencecomposite likelihoodMCMCGARCH modelsspatial-temporal models

Mathematics Subject Classification ID

Statistics (62-XX)

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Cited in

(1)

• Likelihood-based inference for regular functions with fractional polynomial approximations

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