Empirical and simulated adjustments of composite likelihood ratio statistics

DOI10.1080/00949655.2015.1053091MaRDI QIDQ5222393zbMATH OpenOpenAlexFDO

Authors Manuela Cattelan, N. Sartori

Publication date 1 April 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1403.7093

zbMATH Keywords

composite likelihoodGaussian random fieldmultivariate probitpairwise likelihood

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Asymptotic properties of parametric tests (62F05)

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Cites work

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• scientific article; zbMATH DE number 3511563 (Why is no real title available?)
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• A pairwise likelihood approach to estimation in multilevel probit models
• Adjusting composite likelihood ratio statistics
• Approximate Bayesian computational methods
• Comparing composite likelihood methods based on pairs for spatial Gaussian random fields
• Hybrid pairwise likelihood analysis of animal behavior experiments
• Hypothesis testing of regression parameters in semiparametric generalized linear models for cluster correlated data
• Inference for clustered data using the independence loglikelihood
• Models for discrete longitudinal data.
• On composite marginal likelihoods
• On the robustness of maximum composite likelihood estimate

Cited in

(13)

• On divergence tests for composite hypotheses under composite likelihood
• The Hyvärinen scoring rule in Gaussian linear time series models
• Bootstrap adjustments of signed scoring rule root statistics
• Simultaneous modeling of multivariate heterogeneous responses and heteroskedasticity via a two-stage composite likelihood
• Inference from pseudolikelihoods with plug-in estimates
• Misspecified modeling of subsequent waves during COVID‐19 outbreak: A change‐point growth model
• Censored pairwise likelihood-based tests for mixture parameter of spatial max-mixture models
• Robust approximate Bayesian inference
• Adjusting composite likelihood ratio statistics
• Towards a unification of second-order theory for likelihood and marginal composite likelihood
• Prepivoting composite score statistics by weighted bootstrap iteration
• Approximate Bayesian computation with composite score functions
• Efficient composite likelihood for a scalar parameter of interest

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