ML, PL, QL in Markov Chain Models
NILS LID HJORT, CRISTIANO VARIN
In many spatial and spatial-temporal models, and more generally in models with complex dependencies, it may be too difficult to carry out full maximum-likelihood (ML) analysis. Remedies include the...
On composite marginal likelihoods
Clustered data, Computational efficiency, Composite likelihood, Genetics, Longitudinal data, Missing data, Pairwise likelihood, Pseudolikelihood, Spatial data, Statistical efficiency, Survival...
A note on composite likelihood inference and model selection
A composite likelihood consists of a combination of valid likelihood objects, usually related to small subsets of data. The merit of composite likelihood is to reduce the computational complexity so...