A new likelihood inequality for models with latent variables

DOI10.1016/J.SPL.2023.109998MaRDI QIDQ6152255zbMATH OpenOpenAlexFDO

Authors Niels Lundtorp Olsen

Publication date 13 February 2024

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1016/j.spl.2023.109998

zbMATH Keywords

model selectionlatent variablesstatistical inferencelikelihood theory

Mathematics Subject Classification ID

Point estimation (62F10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Generalized linear models (logistic models) (62J12)

Cites work

• Approximate Bayesian inference for latent Gaussian models by using integrated nested Laplace approximations (with discussion)
• Correlated data analysis: modeling, analytics, and applications
• Handbook of Markov Chain Monte Carlo
• IX. On the problem of the most efficient tests of statistical hypotheses
• Maximum likelihood estimation via the ECM algorithm: A general framework

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