A note on composite likelihood inference and model selection

From MaRDI portal
Publication:3597956

DOI10.1093/biomet/92.3.519zbMath1183.62037OpenAlexW2087034140WikidataQ62472437 ScholiaQ62472437MaRDI QIDQ3597956

Cristiano Varin, Paolo Vidoni

Publication date: 29 January 2009

Published in: Biometrika (Search for Journal in Brave)

Full work available at URL: http://paduaresearch.cab.unipd.it/7054/1/2004_4.pdf



Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (70)

Pairwise likelihood ratio tests and model selection criteria for structural equation models with ordinal variablesCensored pairwise likelihood-based tests for mixing coefficient of spatial max-mixture modelsHierarchical copulas with Archimedean blocks and asymmetric between-block pairsMixture models for ordinal data: a pairwise likelihood approachMultilevel modeling of insurance claims using copulasComposite likelihood inference for multivariate Gaussian random fieldsLatent process modelling of threshold exceedances in hourly rainfall seriesFlexible and Fast Spatial Return Level Estimation Via a Spatially Fused PenaltyA Latent Process Model for Temporal ExtremesParsimonious and powerful composite likelihood testing for group difference and genotype-phenotype associationPenalized composite likelihoods for inhomogeneous Gibbs point process modelsKnowledge Learning of Insurance Risks Using Dependence ModelsPairwise likelihood estimation for factor analysis models with ordinal dataStochastic derivative estimation for max-stable random fieldsExtreme dependence models based on event magnitudeGeostatistics of extremesModel Selection of Generalized Estimating Equation With Divergent Model SizeExtreme-value limit of the convolution of exponential and multivariate normal distributions: link to the Hüsler-Reiß distributionInference and forecasting for continuous-time integer-valued trawl processesRobust probit linear mixed models for longitudinal binary dataInformation criteria for inhomogeneous spatial point processesPseudo-likelihood estimation of multivariate normal parameters in the presence of left-censored dataFitting spatial max-mixture processes with unknown extremal dependence class: an exploratory analysis toolComposite Likelihood Estimation of an Autoregressive Panel Ordered Probit Model with Random EffectsA flexible Clayton-like spatial copula with application to bounded support dataA comparison of dependence function estimators in multivariate extremesApproximate Bayesian computing for spatial extremesA composite likelihood inference in latent variable models for ordinal longitudinal responsesComposite likelihood methods for histogram-valued random variablesOn the theory of periodic multivariate INAR processesWeather Derivative Risk Measures for Extreme EventsHierarchical Space-Time Modeling of Asymptotically Independent Exceedances With an Application to Precipitation DataSpatial modeling of extreme snow depthComposite likelihood estimation for models of spatial ordinal data and spatial proportional data with zero/one valuesModel comparison with composite likelihood information criteriaModeling extreme values of processes observed at irregular time steps: application to significant wave heightA non-Gaussian spatial generalized linear latent variable modelA mixed autoregressive probit model for ordinal longitudinal dataA composite likelihood approach to the analysis of longitudinal clonal data on multitype cellular systems under an age-dependent branching processGeostatistics of dependent and asymptotically independent extremesMultivariate extreme value copulas with factor and tree dependence structuresA new mixed MNP model accommodating a variety of dependent non-normal coefficient distributionsAsymptotic analysis of model selection criteria for general hidden Markov modelsA copula model for non-Gaussian multivariate spatial dataEstimating Space and Space-Time Covariance Functions for Large Data Sets: A Weighted Composite Likelihood ApproachA class of random fields with two-piece marginal distributions for modeling point-referenced data with spatial outliersOn the robustness of maximum composite likelihood estimateDouble Hierarchical Generalized Linear Models (With Discussion)High-dimensional copula-based distributions with mixed frequency dataStatistical modeling of spatial extremesOn composite marginal likelihoodsPairwise Likelihood Inference for General State Space ModelsOn weighting of bivariate margins in pairwise likelihoodFlexible Latent-State Modelling of Old Faithful's Eruption Inter-Arrival Times in 2009Model-based clustering of time-evolving networks through temporal exponential-family random graph modelsJoint Regression Analysis of Correlated Data Using Gaussian CopulasPairwise likelihood inference for ordinal categorical time seriesMultivariate ordinal regression models: an analysis of corporate credit ratingsBayesian Model Averaging Over Tree-based Dependence Structures for Multivariate ExtremesComposite likelihood methods: Rao-type tests based on composite minimum density power divergence estimatorA Bivariate Pseudolikelihood for Incomplete Longitudinal Binary Data with Nonignorable Nonmonotone MissingnessA likelihood-based boosting algorithm for factor analysis models with binary dataSampling of pairs in pairwise likelihood estimation for latent variable models with categorical observed variablesA pairwise likelihood augmented Cox estimator for left-truncated dataSparse Pairwise Likelihood Estimation for Multivariate Longitudinal Mixed ModelsOn composite likelihood estimation of a multivariate INAR(1) modelUnnamed ItemA two-step approach to model precipitation extremes in California based on max-stable and marginal point processesA flexible dependence model for spatial extremesLikelihood estimators for multivariate extremes




This page was built for publication: A note on composite likelihood inference and model selection