Asymptotic properties of adaptive maximum likelihood estimators in latent variable models
From MaRDI portal
Publication:396017
DOI10.3150/13-BEJ531zbMath1400.62172arXiv1206.5687MaRDI QIDQ396017
Publication date: 8 August 2014
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1206.5687
Non-Markovian processes: estimation (62M09) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10)
Related Items (6)
Fast estimation of multiple group generalized linear latent variable models for categorical observed variables ⋮ Hierarchical likelihood approach to non-Gaussian factor analysis ⋮ Simultaneous Inference for Empirical Best Predictors With a Poverty Study in Small Areas ⋮ Joint modeling of correlated binary outcomes: HIV-1 and HSV-2 co-infection ⋮ The Role of Posterior Densities in Latent Variable Models for Ordinal Data ⋮ Efficient likelihood estimation of generalized structural equation models with a mix of normal and nonnormal responses
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Maximum likelihood estimation of limited and discrete dependent variable models with nested random effects
- Estimation of generalized linear latent variable models via fully exponential Laplace approximation
- Assessing multivariate predictors of financial market movements: A latent factor framework for ordinal data
- Accuracy of Laplace approximation for discrete response mixed models
- Bayesian computing with INLA: new features
- Generalized latent trait models
- High-dimensional maximum marginal likelihood item factor analysis by adaptive quadrature
- Estimation and prediction for spatial generalized linear mixed models using high order Laplace approximation
- Fully Exponential Laplace Approximations for the Joint Modelling of Survival and Longitudinal Data
- Approximate Bayesian Inference for Latent Gaussian models by using Integrated Nested Laplace Approximations
- On the Effect of the Number of Quadrature Points in a Logistic Random Effects Model: An Example
- Applications of a Method for the Efficient Computation of Posterior Distributions
- A note on the use of Laplace's approximation for nonlinear mixed-effects models
- Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models
- Another Look at the Salamander Mating Data: A Modified Laplace Approximation Approach
- Estimation of Generalized Linear Latent Variable Models
- Gaussian Markov Random Fields
- Fully Exponential Laplace Approximations to Expectations and Variances of Nonpositive Functions
This page was built for publication: Asymptotic properties of adaptive maximum likelihood estimators in latent variable models