Regularization of Bayesian quasi-likelihoods constructed from complex estimating functions

DOI10.1016/J.CSDA.2020.106977OpenAlexW3020808656MaRDI QIDQ2189604FDOQ2189604

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

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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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