A note on composite likelihood inference and model selection

DOI10.1093/BIOMET/92.3.519zbMATH Open1183.62037OpenAlexW2087034140WikidataQ62472437 ScholiaQ62472437MaRDI QIDQ3597956FDOQ3597956

Authors: 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

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zbMATH Keywords

hidden Markov modelinformation criterionpairwise likelihooddynamic generalised linear modelold faithful geyser data

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Point estimation (62F10) Generalized linear models (logistic models) (62J12) Applications of statistics to environmental and related topics (62P12)

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• Pairwise likelihood estimation for factor analysis models with ordinal data
• Extreme dependence models based on event magnitude
• A composite likelihood approach to the analysis of longitudinal clonal data on multitype cellular systems under an age-dependent branching process
• Bayesian composite marginal likelihoods
• A comparison of dependence function estimators in multivariate extremes
• Asymptotic analysis of model selection criteria for general hidden Markov models
• Geostatistics of dependent and asymptotically independent extremes
• A latent process model for temporal extremes
• Double Hierarchical Generalized Linear Models (With Discussion)
• A mixed autoregressive probit model for ordinal longitudinal data
• Composite likelihood inference by nonparametric saddlepoint tests
• Bayesian Model Averaging Over Tree-based Dependence Structures for Multivariate Extremes
• A new mixed MNP model accommodating a variety of dependent non-normal coefficient distributions
• A bivariate pseudolikelihood for incomplete longitudinal binary data with nonignorable nonmonotone missingness
• A likelihood-based boosting algorithm for factor analysis models with binary data
• Bayesian inference from composite likelihoods, with an application to spatial extremes
• A copula model for non-Gaussian multivariate spatial data
• On composite likelihood estimation of a multivariate INAR(1) model
• A non-Gaussian spatial generalized linear latent variable model
• Composite likelihood under hidden Markov model
• Approximate Bayesian computing for spatial extremes
• Hierarchical space-time modeling of asymptotically independent exceedances with an application to precipitation data
• A note on predictive densities based on composite likelihood methods
• Flexible latent-state modelling of Old Faithful's eruption inter-arrival times in 2009
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• Joint Regression Analysis of Correlated Data Using Gaussian Copulas
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• A composite likelihood inference in latent variable models for ordinal longitudinal responses
• The composite marginal likelihood (CML) inference approach with applications to discrete and mixed dependent variable models
• Statistical modeling of spatial extremes
• High-dimensional copula-based distributions with mixed frequency data
• Hierarchical copulas with Archimedean blocks and asymmetric between-block pairs
• Pairwise Likelihood Inference for General State Space Models
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• Composite likelihood methods for histogram-valued random variables
• Knowledge Learning of Insurance Risks Using Dependence Models
• Fitting Vast Dimensional Time-Varying Covariance Models
• Mixture of Networks for Clustering Categorical Data: A Penalized Composite Likelihood Approach
• Advances in statistical modeling of spatial extremes
• Composite Likelihood Estimation of an Autoregressive Panel Ordered Probit Model with Random Effects
• Robust probit linear mixed models for longitudinal binary data
• Separable spatio-temporal kriging for fast virtual sensing
• Likelihood-Free Parameter Estimation with Neural Bayes Estimators
• Model Selection of Generalized Estimating Equation With Divergent Model Size
• A two-step approach to model precipitation extremes in California based on max-stable and marginal point processes
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• Flexible and Fast Spatial Return Level Estimation Via a Spatially Fused Penalty
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• Multivariate ordinal regression for multiple repeated measurements
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• Inference and forecasting for continuous-time integer-valued trawl processes
• A flexible Clayton-like spatial copula with application to bounded support data
• Composite likelihood methods: Rao-type tests based on composite minimum density power divergence estimator
• On the theory of periodic multivariate INAR processes

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