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On composite marginal likelihoods

Citations

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Cited by:

  1. Cavit Pakel & Neil Shephard & Kevin Sheppard, 2009. "Nuisance parameters, composite likelihoods and a panel of GARCH models," Economics Papers 2009-W12, Economics Group, Nuffield College, University of Oxford.
  2. Ioulia Papageorgiou, 2016. "Sampling from Correlated Populations: Optimal Strategies and Comparison Study," Sankhya B: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 78(1), pages 119-151, May.
  3. Cavit Pakel & Neil Shephard & Kevin Sheppard & Robert F. Engle, 2021. "Fitting Vast Dimensional Time-Varying Covariance Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(3), pages 652-668, July.
  4. Bhat, Chandra R., 2011. "The maximum approximate composite marginal likelihood (MACML) estimation of multinomial probit-based unordered response choice models," Transportation Research Part B: Methodological, Elsevier, vol. 45(7), pages 923-939, August.
  5. Azadbakhsh Mahdis & Gao Xin & Jankowski Hanna, 2016. "Multiple Comparisons Using Composite Likelihood in Clustered Data," The International Journal of Biostatistics, De Gruyter, vol. 12(2), pages 1-12, November.
  6. Larribe Fabrice & Lessard Sabin, 2008. "A Composite-Conditional-Likelihood Approach for Gene Mapping Based on Linkage Disequilibrium in Windows of Marker Loci," Statistical Applications in Genetics and Molecular Biology, De Gruyter, vol. 7(1), pages 1-33, August.
  7. Francesco Bartolucci & Claudia Pigini & Francesco Valentini, 2024. "MCMC conditional maximum likelihood for the two-way fixed-effects logit," Econometric Reviews, Taylor & Francis Journals, vol. 43(6), pages 379-404, July.
  8. Stanislav Anatolyev & Renat Khabibullin & Artem Prokhorov, 2012. "Reconstructing high dimensional dynamic distributions from distributions of lower dimension," Working Papers 12003, Concordia University, Department of Economics.
  9. Paik, Jane & Ying, Zhiliang, 2012. "A composite likelihood approach for spatially correlated survival data," Computational Statistics & Data Analysis, Elsevier, vol. 56(1), pages 209-216, January.
  10. Singh, Abhilash C. & Faghih Imani, Ahmadreza & Sivakumar, Aruna & Luna Xi, Yang & Miller, Eric J., 2024. "A joint analysis of accessibility and household trip frequencies by travel mode," Transportation Research Part A: Policy and Practice, Elsevier, vol. 181(C).
  11. Blake, Miranda R. & Dubey, Subodh & Swait, Joffre & Lancsar, Emily & Ghijben, Peter, 2020. "An integrated modelling approach examining the influence of goals, habit and learning on choice using visual attention data," Journal of Business Research, Elsevier, vol. 117(C), pages 44-57.
  12. Paleti, Rajesh & Bhat, Chandra R., 2013. "The composite marginal likelihood (CML) estimation of panel ordered-response models," Journal of choice modelling, Elsevier, vol. 7(C), pages 24-43.
  13. Enam, Annesha & Konduri, Karthik C. & Pinjari, Abdul R. & Eluru, Naveen, 2018. "An integrated choice and latent variable model for multiple discrete continuous choice kernels: Application exploring the association between day level moods and discretionary activity engagement choi," Journal of choice modelling, Elsevier, vol. 26(C), pages 80-100.
  14. Cláudia Santos & Isabel Pereira & Manuel G. Scotto, 2021. "On the theory of periodic multivariate INAR processes," Statistical Papers, Springer, vol. 62(3), pages 1291-1348, June.
  15. Pierrette Chagneau & Frédéric Mortier & Nicolas Picard & Jean-Noël Bacro, 2011. "A Hierarchical Bayesian Model for Spatial Prediction of Multivariate Non-Gaussian Random Fields," Biometrics, The International Biometric Society, vol. 67(1), pages 97-105, March.
  16. Gourieroux, C. & Monfort, A., 2018. "Composite indirect inference with application to corporate risks," Econometrics and Statistics, Elsevier, vol. 7(C), pages 30-45.
  17. Costa, Rui J. & Wilkinson-Herbots, Hilde M., 2021. "Inference of gene flow in the process of speciation: Efficient maximum-likelihood implementation of a generalised isolation-with-migration model," Theoretical Population Biology, Elsevier, vol. 140(C), pages 1-15.
  18. Bartolucci, Francesco & Belotti, Federico & Peracchi, Franco, 2015. "Testing for time-invariant unobserved heterogeneity in generalized linear models for panel data," Journal of Econometrics, Elsevier, vol. 184(1), pages 111-123.
  19. Vassilis Vasdekis & Silvia Cagnone & Irini Moustaki, 2012. "A Composite Likelihood Inference in Latent Variable Models for Ordinal Longitudinal Responses," Psychometrika, Springer;The Psychometric Society, vol. 77(3), pages 425-441, July.
  20. Vettori, Sabrina & Huser, Raphael & Segers, Johan & Genton, Marc, 2017. "Bayesian Clustering and Dimension Reduction in Multivariate Extremes," LIDAM Discussion Papers ISBA 2017017, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
  21. Huang Huang & Sameh Abdulah & Ying Sun & Hatem Ltaief & David E. Keyes & Marc G. Genton, 2021. "Competition on Spatial Statistics for Large Datasets," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 26(4), pages 580-595, December.
  22. David S. Bunch, 2014. "Numerical methods for optimization-based model estimation and inference," Chapters, in: Stephane Hess & Andrew Daly (ed.), Handbook of Choice Modelling, chapter 23, pages 565-598, Edward Elgar Publishing.
  23. Anders Løland & Ragnar Bang Huseby & Nils Lid Hjort & Arnoldo Frigessi, 2013. "Statistical Corrections of Invalid Correlation Matrices," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 40(4), pages 807-824, December.
  24. N. Martín & L. Pardo & K. Zografos, 2019. "On divergence tests for composite hypotheses under composite likelihood," Statistical Papers, Springer, vol. 60(6), pages 1883-1919, December.
  25. Fangya Mao & Richard J. Cook, 2023. "Spatial dependence modeling of latent susceptibility and time to joint damage in psoriatic arthritis," Biometrics, The International Biometric Society, vol. 79(3), pages 2605-2618, September.
  26. Katsikatsou, Myrsini & Moustaki, Irini & Yang-Wallentin, Fan & Jöreskog, Karl G., 2012. "Pairwise likelihood estimation for factor analysis models with ordinal data," Computational Statistics & Data Analysis, Elsevier, vol. 56(12), pages 4243-4258.
  27. Emil Aas Stoltenberg & Nils Lid Hjort, 2021. "Models and inference for on–off data via clipped Ornstein–Uhlenbeck processes," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 48(3), pages 908-929, September.
  28. Battauz, Michela & Vidoni, Paolo, 2022. "A likelihood-based boosting algorithm for factor analysis models with binary data," Computational Statistics & Data Analysis, Elsevier, vol. 168(C).
  29. Nikolay Gospodinov & Esfandiar Maasoumi, 2017. "General Aggregation of Misspecified Asset Pricing Models," FRB Atlanta Working Paper 2017-10, Federal Reserve Bank of Atlanta.
  30. Lee Fawcett & David Walshaw, 2014. "Estimating the probability of simultaneous rainfall extremes within a region: a spatial approach," Journal of Applied Statistics, Taylor & Francis Journals, vol. 41(5), pages 959-976, May.
  31. Laura Dumitrescu & Wei Qian & J. N. K. Rao, 2021. "A Weighted Composite Likelihood Approach to Inference from Clustered Survey Data Under a Two-Level Model," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 83(2), pages 814-843, August.
  32. Yang Wu & Malay Ghosh, 2017. "Asymptotic Expansion of the Posterior Based on Pairwise Likelihood," Sankhya A: The Indian Journal of Statistics, Springer;Indian Statistical Institute, vol. 79(1), pages 39-75, February.
  33. Lemonte, Artur J., 2013. "On the gradient statistic under model misspecification," Statistics & Probability Letters, Elsevier, vol. 83(1), pages 390-398.
  34. Qiurong Cui & Zhengjun Zhang, 2018. "Max-Linear Competing Factor Models," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 36(1), pages 62-74, January.
  35. Nuo Xi & Michael W. Browne, 2014. "Contributions to the Underlying Bivariate Normal Method for Factor Analyzing Ordinal Data," Journal of Educational and Behavioral Statistics, , vol. 39(6), pages 583-611, December.
  36. Elsa Vazquez & Jeffrey R. Wilson, 2021. "Partitioned method of valid moment marginal model with Bayes interval estimates for correlated binary data with time-dependent covariates," Computational Statistics, Springer, vol. 36(4), pages 2701-2718, December.
  37. Hao Bai & Yuan Zhong & Xin Gao & Wei Xu, 2020. "Multivariate Mixed Response Model with Pairwise Composite-Likelihood Method," Stats, MDPI, vol. 3(3), pages 1-18, July.
  38. Shi Chen & Wolfgang Karl Härdle & Weining Wang, 2022. "The common and specific components of inflation expectations across European countries," Empirical Economics, Springer, vol. 62(2), pages 553-580, February.
  39. Molenberghs, Geert & Verbeke, Geert & Iddi, Samuel, 2011. "Pseudo-likelihood methodology for partitioned large and complex samples," Statistics & Probability Letters, Elsevier, vol. 81(7), pages 892-901, July.
  40. Patil, Priyadarshan N. & Dubey, Subodh K. & Pinjari, Abdul R. & Cherchi, Elisabetta & Daziano, Ricardo & Bhat, Chandra R., 2017. "Simulation evaluation of emerging estimation techniques for multinomial probit models," Journal of choice modelling, Elsevier, vol. 23(C), pages 9-20.
  41. Papageorgiou, Ioulia & Moustaki, Irini, 2019. "Sampling of pairs in pairwise likelihood estimation for latent variable models with categorical observed variables," LSE Research Online Documents on Economics 87592, London School of Economics and Political Science, LSE Library.
  42. A. Philip Dawid & Monica Musio & Laura Ventura, 2016. "Minimum Scoring Rule Inference," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 43(1), pages 123-138, March.
  43. Aristidis K. Nikoloulopoulos, 2018. "On composite likelihood in bivariate meta-analysis of diagnostic test accuracy studies," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 102(2), pages 211-227, April.
  44. K. Florios & I. Moustaki & D. Rizopoulos & V. Vasdekis, 2015. "A modified weighted pairwise likelihood estimator for a class of random effects models," METRON, Springer;Sapienza Università di Roma, vol. 73(2), pages 217-228, August.
  45. Lee, Xing Ju & Hainy, Markus & McKeone, James P. & Drovandi, Christopher C. & Pettitt, Anthony N., 2018. "ABC model selection for spatial extremes models applied to South Australian maximum temperature data," Computational Statistics & Data Analysis, Elsevier, vol. 128(C), pages 128-144.
  46. Büscher, Sebastian & Bauer, Dietmar, 2024. "Weighting strategies for pairwise composite marginal likelihood estimation in case of unbalanced panels and unaccounted autoregressive structure of the errors," Transportation Research Part B: Methodological, Elsevier, vol. 181(C).
  47. Ipek Sener & Chandra Bhat, 2012. "Flexible spatial dependence structures for unordered multinomial choice models: formulation and application to teenagers’ activity participation," Transportation, Springer, vol. 39(3), pages 657-683, May.
  48. Meisam Moghimbeygi & Mousa Golalizadeh, 2019. "A longitudinal model for shapes through triangulation," AStA Advances in Statistical Analysis, Springer;German Statistical Society, vol. 103(1), pages 99-121, March.
  49. Joe, Harry & Lee, Youngjo, 2009. "On weighting of bivariate margins in pairwise likelihood," Journal of Multivariate Analysis, Elsevier, vol. 100(4), pages 670-685, April.
  50. L. L. Henn, 2022. "Limitations and performance of three approaches to Bayesian inference for Gaussian copula regression models of discrete data," Computational Statistics, Springer, vol. 37(2), pages 909-946, April.
  51. Bhat, Chandra R. & Sener, Ipek N. & Eluru, Naveen, 2010. "A flexible spatially dependent discrete choice model: Formulation and application to teenagers' weekday recreational activity participation," Transportation Research Part B: Methodological, Elsevier, vol. 44(8-9), pages 903-921, September.
  52. Ferdous, Nazneen & Eluru, Naveen & Bhat, Chandra R. & Meloni, Italo, 2010. "A multivariate ordered-response model system for adults' weekday activity episode generation by activity purpose and social context," Transportation Research Part B: Methodological, Elsevier, vol. 44(8-9), pages 922-943, September.
  53. Hien D. Nguyen & Geoffrey J. McLachlan & Jeremy F. P. Ullmann & Andrew L. Janke, 2016. "Spatial clustering of time series via mixture of autoregressions models and Markov random fields," Statistica Neerlandica, Netherlands Society for Statistics and Operations Research, vol. 70(4), pages 414-439, November.
  54. Nikoloulopoulos, Aristidis K., 2023. "Efficient and feasible inference for high-dimensional normal copula regression models," Computational Statistics & Data Analysis, Elsevier, vol. 179(C).
  55. Andréas Heinen & James B. Kau & Donald C. Keenan & Mi Lim Kim, 2021. "Spatial Dependence in Subprime Mortgage Defaults," The Journal of Real Estate Finance and Economics, Springer, vol. 62(1), pages 1-24, January.
  56. A. Abu-Awwad & V. Maume-Deschamps & P. Ribereau, 2020. "Fitting spatial max-mixture processes with unknown extremal dependence class: an exploratory analysis tool," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 29(2), pages 479-522, June.
  57. Nobel, Anne & Lizin, Sebastien & Malina, Robert, 2023. "What drives the designation of protected areas? Accounting for spatial dependence using a composite marginal likelihood approach," Ecological Economics, Elsevier, vol. 205(C).
  58. Wagner Barreto‐Souza & Hernando Ombao, 2022. "The negative binomial process: A tractable model with composite likelihood‐based inference," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 49(2), pages 568-592, June.
  59. Ana-Maria Staicu, 2017. "Interview with Nancy Reid," International Statistical Review, International Statistical Institute, vol. 85(3), pages 381-403, December.
  60. Rainer Hirk & Kurt Hornik & Laura Vana, 2019. "Multivariate ordinal regression models: an analysis of corporate credit ratings," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 28(3), pages 507-539, September.
  61. Myrsini Katsikatsou & Irini Moustaki, 2016. "Pairwise Likelihood Ratio Tests and Model Selection Criteria for Structural Equation Models with Ordinal Variables," Psychometrika, Springer;The Psychometric Society, vol. 81(4), pages 1046-1068, December.
  62. Yun Bai & Jian Kang & Peter X.-K. Song, 2014. "Efficient pairwise composite likelihood estimation for spatial-clustered data," Biometrics, The International Biometric Society, vol. 70(3), pages 661-670, September.
  63. Hirk, Rainer & Vana, Laura & Hornik, Kurt, 2022. "A corporate credit rating model with autoregressive errors," Journal of Empirical Finance, Elsevier, vol. 69(C), pages 224-240.
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