Aspects of likelihood inference

DOI10.3150/12-BEJSP03zbMATH Open1273.62053arXiv1309.7816OpenAlexW2118863144MaRDI QIDQ373536FDOQ373536

Authors: N. Reid 

Publication date: 17 October 2013

Published in: Bernoulli (Search for Journal in Brave)

Abstract: I review the classical theory of likelihood based inference and consider how it is being extended and developed for use in complex models and sampling schemes.

Full work available at URL: https://arxiv.org/abs/1309.7816

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zbMATH Keywords

composite likelihoodLaplace approximationparametric inferencenuisance parameter\(r^{\ast}\) approximationapproximate pivotal quantities

Mathematics Subject Classification ID

Point estimation (62F10) Estimation in multivariate analysis (62H12) Generalized linear models (logistic models) (62J12) Foundational topics in statistics (62A99)

Cites Work

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Cited In (9)

• On divergence tests for composite hypotheses under composite likelihood
• Interview with Nancy Reid
• Fundamental tools for developing likelihood functions within ACT-R
• Likelihood functions based on parameter-dependent functions
• On leaving as little to chance as possible
• Composite likelihood methods: Rao-type tests based on composite minimum density power divergence estimator
• Likelihood Imputation
• A note on the notion of informative composite density
• Likelihood as an index of fit

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