Asymptotic expansion of the posterior based on pairwise likelihood
From MaRDI portal
Publication:2364050
DOI10.1007/s13171-016-0094-yzbMath1366.62051OpenAlexW2558409307MaRDI QIDQ2364050
Publication date: 17 July 2017
Published in: Sankhyā. Series A (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s13171-016-0094-y
Taylor expansionasymptotic theorystrong consistencypseudo likelihoodmoment matching priorsquantile matching priors
Related Items
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Approximate Bayesian computation with composite score functions
- Moment matching priors
- On the robustness of maximum composite likelihood estimate
- On composite marginal likelihoods
- An extended Gaussian max-stable process model for spatial extremes
- Probability matching priors: Higher order asymptotics
- Models for discrete longitudinal data.
- Higher-order Bayesian Approximations for Pseudo-posterior Distributions
- Bayesian Inference from Composite Likelihoods, with an Application to Spatial Extremes
- Some Remarks on Noninformative Priors
- Uniform Convergence of Random Functions with Applications to Statistics
- A note on pseudolikelihood constructed from marginal densities
- On probability matching priors
- Accurate Approximations for Posterior Moments and Marginal Densities
- Ordered group reference priors with application to the multinomial problem
- Fully Exponential Laplace Approximations to Expectations and Variances of Nonpositive Functions
- Estimating a Product of Means: Bayesian Analysis with Reference Priors
- Logistic Regression for Correlated Binary Data
- Asymptotic Expansions Associated with Posterior Distributions