Fast Construction of Optimal Composite Likelihoods
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Publication:6144619
DOI10.5705/ss.202021.0235arXiv2106.05219MaRDI QIDQ6144619
Davide Ferrari, Zhendong Huang
Publication date: 29 January 2024
Published in: Statistica Sinica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2106.05219
composite likelihood estimation; \(O_F\)-optimality; composite likelihood selection; sparsity-inducing penalty
62-XX: Statistics