An overview of composite likelihood methods
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Publication:3074760
Authors: Cristiano Varin, N. Reid, David Firth 
Publication date: 10 February 2011
Full work available at URL: http://www3.stat.sinica.edu.tw/statistica/J21N1/J21N11/J21N11.html
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geostatisticslongitudinal datapseudo-likelihoodtime seriesquasi-likelihoodrobustnesscopulasgeneralized estimating equationsspatial extremesGodambe informationmultivariate binary data
Cited In (only showing first 100 items - show all)
- On finite mixture models
- Modeling Spatial Processes with Unknown Extremal Dependence Class
- Non-stationary dependence structures for spatial extremes
- Analysis of rounded data in measurement error regression
- Pairwise likelihood estimation for factor analysis models with ordinal data
- Extreme dependence models based on event magnitude
- Geostatistics of dependent and asymptotically independent extremes
- Emulating satellite drag from large simulation experiments
- A case study competition among methods for analyzing large spatial data
- Hybrid maximum likelihood inference for stochastic block models
- Limitations and performance of three approaches to Bayesian inference for Gaussian copula regression models of discrete data
- Permutation tests under a rotating sampling plan with clustered data
- Estimation of spatial max-stable models using threshold exceedances
- Are extreme value estimation methods useful for network data?
- Composite likelihood estimation method for hierarchical Archimedean copulas defined with multivariate compound distributions
- Approximate models and robust decisions
- A direct method to evaluate the time-dependent predictive accuracy for biomarkers
- A likelihood-based boosting algorithm for factor analysis models with binary data
- Estimation and inference of predictive discrimination for survival outcome risk prediction models
- Efficient pairwise composite likelihood estimation for spatial-clustered data
- Combined composite likelihood
- Title not available (Why is that?)
- On composite likelihood estimation of a multivariate INAR(1) model
- Quasi-Bayesian estimation of large Gaussian graphical models
- A non-Gaussian spatial generalized linear latent variable model
- Truncated regular vines in high dimensions with application to financial data
- Pseudo-Likelihoods for Bayesian Inference
- Stable Likelihood Computation for Gaussian Random Fields
- Scalable Bayesian nonparametric regression via a Plackett-Luce model for conditional ranks
- Likelihood inference in complex settings
- Models for extremal dependence derived from skew-symmetric families
- Minimum scoring rule inference
- Sparse pairwise likelihood estimation for multivariate longitudinal mixed models
- Likelihood-based inference for multivariate space-time wrapped-Gaussian fields
- Fixed-domain asymptotic properties of maximum composite likelihood estimators for Gaussian processes
- Composite likelihood inference for multivariate Gaussian random fields
- Multivariate extreme value copulas with factor and tree dependence structures
- Weighted scores estimating equations and CL1 information criteria for longitudinal ordinal response
- Model comparison with composite likelihood information criteria
- A pairwise likelihood augmented Cox estimator for left-truncated data
- Asymptotic expansion of the posterior based on pairwise likelihood
- On the robustness of maximum composite likelihood estimate
- On non-central squared copulas
- Testing for time-invariant unobserved heterogeneity in generalized linear models for panel data
- Assessing the significance of the correlation between the components of a bivariate Gaussian random field
- Copula-Based Models for Multivariate Discrete Response Data
- A class of random fields with two-piece marginal distributions for modeling point-referenced data with spatial outliers
- Comparing composite likelihood methods based on pairs for spatial Gaussian random fields
- Modelling Point Referenced Spatial Count Data: A Poisson Process Approach
- A general framework for Vecchia approximations of Gaussian processes
- Likelihood estimators for multivariate extremes
- Higher-order asymptotics for scoring rules
- Estimating abundance from presence-absence maps via a paired negative-binomial model
- Efficient and feasible inference for high-dimensional normal copula regression models
- A model-based approach to simultaneous clustering and dimensional reduction of ordinal data
- Selecting massive variables using an iterated conditional modes/medians algorithm
- A modified weighted pairwise likelihood estimator for a class of random effects models
- Multilevel modeling of insurance claims using copulas
- Stochastic approximation of score functions for Gaussian processes
- On full efficiency of the maximum composite likelihood estimator
- Composite likelihood estimation in multivariate data analysis
- Aspects of likelihood inference
- Semi-parametric estimation of the variogram scale parameter of a Gaussian process with stationary increments
- Accelerating inference for diffusions observed with measurement error and large sample sizes using approximate Bayesian computation
- On the family of multivariate chi-square copulas
- Composite likelihood estimation for a Gaussian process under fixed domain asymptotics
- Nonconcave penalized composite conditional likelihood estimation of sparse Ising models
- A composite likelihood inference in latent variable models for ordinal longitudinal responses
- Models for paired comparison data: a review with emphasis on dependent data
- Empirical and simulated adjustments of composite likelihood ratio statistics
- Approximate Bayesian computation with composite score functions
- Gaussian copula marginal regression
- Regularization of Bayesian quasi-likelihoods constructed from complex estimating functions
- High-dimensional copula-based distributions with mixed frequency data
- Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs
- Independence, successive and conditional likelihood for time series of counts
- On divergence tests for composite hypotheses under composite likelihood
- Vecchia-Laplace approximations of generalized Gaussian processes for big non-Gaussian spatial data
- Near universal consistency of the maximum pseudolikelihood estimator for discrete models
- On Joint Estimation of Gaussian Graphical Models for Spatial and Temporal Data
- Semiparametric estimation in generalized linear mixed models with auxiliary covariates: a pairwise likelihood approach
- Convergence of the Euler-Maruyama method for CIR model with Markovian switching
- Simultaneous adjustment of bias and coverage probabilities for confidence intervals
- Variable selection via the composite likelihood method for multilevel longitudinal data with missing responses and covariates
- Analysis of association football playing styles: An innovative method to cluster networks
- Missing observations in observation-driven time series models
- Bootstrap adjustments of signed scoring rule root statistics
- The Hyvärinen scoring rule in Gaussian linear time series models
- Composite likelihood inference by nonparametric saddlepoint tests
- A pseudo-likelihood approach for estimating diagnostic accuracy of multiple binary medical tests
- Approximate maximum likelihood estimation of the autologistic model
- Spatial composite likelihood inference using local C-vines
- A class of pseudolikelihood ratio tests for homogeneity in exponential tilt mixture models
- Parameter estimation in multivariate logit models with many binary choices
- Integrated likelihood computation methods
- A note on predictive densities based on composite likelihood methods
- On the role of latent variable models in the era of big data
- Flexible and efficient estimating equations for variogram estimation
- Title not available (Why is that?)
- On composite likelihood in bivariate meta-analysis of diagnostic test accuracy studies
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