Regularization of Bayesian quasi-likelihoods constructed from complex estimating functions

DOI10.1016/J.CSDA.2020.106977OpenAlexW3020808656MaRDI QIDQ2189604FDOQ2189604

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

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

Recommendations

• scientific article; zbMATH DE number 2046522
• A quasi likelihood approximation of posterior distributions for likelihood-intractable complex models
• scientific article
• Bayesian regularized regression based on composite quantile method
• Nonconservative estimating functions and approximate quasi-likelihoods
• An extension of quasi-likelihood estimation
• Optimal estimating functions, quasi-likelihood and statistical modelling
• Bayesian inference in quantile functions

zbMATH Keywords

Bayesian inferencecomposite likelihoodMCMCGARCH modelsspatial-temporal models

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Generalized autoregressive conditional heteroscedasticity
• Implementation of Estimating Function-Based Inference Procedures With Markov Chain Monte Carlo Samplers
• Bayesian Measures of Model Complexity and Fit
• Bayesian inference from composite likelihoods, with an application to spatial extremes
• Title not available (Why is that?)
• Title not available (Why is that?)
• Nonseparable, Stationary Covariance Functions for Space–Time Data
• Estimating Space and Space-Time Covariance Functions for Large Data Sets: A Weighted Composite Likelihood Approach
• Bayesian Spatial Quantile Regression
• Estimation and Confidence Regions for Parameter Sets in Econometric Models
• An Optimum Property of Regular Maximum Likelihood Estimation
• Quasi-likelihood and its application. A general approach to optimal parameter estimation
• Title not available (Why is that?)
• Quasi-Likelihood and Optimal Estimation, Correspondent Paper
• An MCMC approach to classical estimation.
• Approximate Bayesian computation by modelling summary statistics in a quasi-likelihood framework
• Bayesian generalized method of moments
• Limited information likelihood and Bayesian analysis
• Gibbs posterior for variable selection in high-dimensional classification and data mining
• Title not available (Why is that?)
• Full-Scale Approximations of Spatio-Temporal Covariance Models for Large Datasets
• Finite sample inference for quantile regression models
• The foundations of finite sample estimation in stochastic processes
• Bayesian analysis in moment inequality models
• Bayesian Estimation and Comparison of Moment Condition Models
• Joint Composite Estimating Functions in Spatiotemporal Models

Cited In (1)

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

This page was built for publication: Regularization of Bayesian quasi-likelihoods constructed from complex estimating functions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2189604)