Bayesian composite marginal likelihoods

MaRDI QIDQ3074765zbMATHFDO

Authors Francesco Pauli, Walter Racugno, Laura Ventura

Publication date 10 February 2011

Full work available at URL http://www3.stat.sinica.edu.tw/statistica/J21N1/J21N16/J21N16.html

zbMATH Keywords

Bayesian inferenceestimating equationpseudo-likelihoodasymptotic theoryextreme value theorypairwise likelihood

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Statistics of extreme values; tail inference (62G32)

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(33)

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• Composite Marginal Likelihoods to the Normal Bradley-Terry Model
• Scalable Bayesian nonparametric regression via a Plackett-Luce model for conditional ranks
• A matching prior for the shape parameter of the skew-normal distribution
• 30 years of space-time covariance functions
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• Robust confidence distributions from proper scoring rules
• On interval and point estimators based on a penalization of the modified profile likelihood
• A composite likelihood approach to computer model calibration with high-dimensional spatial data
• Regularization of Bayesian quasi-likelihoods constructed from complex estimating functions
• Generalized Bayesian likelihood-free inference
• Ideal-theoretic strategies for asymptotic approximation of marginal likelihood integrals
• Bernstein-von Mises theorem and misspecified models: a review

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