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  • Search: subject:"pairwise likelihood"
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Year of publication
Subject
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Pairwise likelihood 6 Estimation theory 3 Schätztheorie 3 Composite likelihood 2 Forecasting model 2 Lévy basis 2 Prognoseverfahren 2 Pseudolikelihood 2 composite likelihood 2 pairwise likelihood 2 Ausreißer 1 Clayton copula 1 Clustered data 1 Computational efficiency 1 Count data 1 Cure models 1 Developmental toxicity data 1 EM algorithm 1 Efficiency 1 Empirical likelihood methods 1 Estimating equations 1 Estimation 1 Exchangeable binary data 1 Forecasting 1 Generalized estimating equation 1 Genetics 1 Godambe information 1 Higher-order moments 1 Integer valued trawl process 1 Likelihood ratio adjustment 1 Longitudinal data 1 Marginal approach 1 Missing data 1 Model selection 1 Nonparametric inference 1 Outliers 1 Regime switching 1 Relative error 1 Robust tests 1 Saddlepoint test 1
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Online availability
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Undetermined 6 Free 4
Type of publication
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Article 6 Book / Working Paper 4
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 Arbeitspapier 1 Graue Literatur 1 Non-commercial literature 1 Working Paper 1
Language
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Undetermined 7 English 3
Author
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Veraart, Almut E. D. 3 Bennedsen, Mikkel 2 Lunde, Asger 2 Shephard, Neil G. 2 Varin, Cristiano 2 Bartolucci, Francesco 1 Chen, Chyong-Mei 1 Gandy, Axel 1 Hsu, Chao-Min 1 Jöreskog, Karl G. 1 Katsikatsou, Myrsini 1 Lin, Jin-Guan 1 Lu, Tai-Fang C. 1 Lunardon, Nicola 1 Lupparelli, Monia 1 Moustaki, Irini 1 Noven, Ragnhild C. 1 Ronchetti, Elvezio 1 Vidoni, Paolo 1 Yang-Wallentin, Fan 1 Zhao, Hui-Xiu 1
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Institution
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Dipartimento di Scienze Economiche, Aziendali, Matematiche e Statistiche, Università degli Studi di Trieste 1 London School of Economics (LSE) 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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AStA Advances in Statistical Analysis 1 CREATES research paper 1 Computational Statistics 1 Computational Statistics & Data Analysis 1 Econometric Reviews 1 Journal of econometrics 1 LSE Research Online Documents on Economics 1 MPRA Paper 1 The journal of energy markets 1 Working Papers DEAMS 1
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Source
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RePEc 7 ECONIS (ZBW) 3
Showing 1 - 10 of 10
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Inference and forecasting for continuous-time integervalued trawl processes and their use in financial economics
Bennedsen, Mikkel; Lunde, Asger; Shephard, Neil G.; … - 2021
Persistent link: https://www.econbiz.de/10012621491
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Inference and forecasting for continuous-time integer-valued trawl processes
Bennedsen, Mikkel; Lunde, Asger; Shephard, Neil G.; … - In: Journal of econometrics 236 (2023) 2, pp. 1-21
Persistent link: https://www.econbiz.de/10014365470
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Composite Likelihood Inference by Nonparametric Saddlepoint Tests
Lunardon, Nicola; Ronchetti, Elvezio - Dipartimento di Scienze Economiche, Aziendali, … - 2013
The class of composite likelihood functions provides a flexible and powerful toolkit to carry out approximate inference for complex statistical models when the full likelihood is either impossible to specify or unfeasible to compute. However, the strength of the composite likelihood approach is...
Persistent link: https://www.econbiz.de/10010856295
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A latent trawl process model for extreme values
Noven, Ragnhild C.; Veraart, Almut E. D.; Gandy, Axel - In: The journal of energy markets 11 (2018) 3, pp. 1-24
Persistent link: https://www.econbiz.de/10012001918
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Nested hidden Markov chains for modeling dynamic unobserved heterogeneity in multilevel longitudinal data
Bartolucci, Francesco; Lupparelli, Monia - Volkswirtschaftliche Fakultät, … - 2012
In the context of multilevel longitudinal data, where sample units are collected in clusters, an important aspect that should be accounted for is the unobserved heterogeneity between sample units and between clusters. For this aim we propose an approach based on nested hidden (latent) Markov...
Persistent link: https://www.econbiz.de/10011109962
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Pairwise likelihood estimation for factor analysis models with ordinal data
Katsikatsou, Myrsini; Moustaki, Irini; Yang-Wallentin, Fan - London School of Economics (LSE) - 2012
Pairwise maximum likelihood (PML) estimation method is developed for factor analysis models with ordinal data and fitted both in an exploratory and confirmatory set-up. The performance of the method is studied via simulations and comparisons with full information maximum likelihood (FIML) and...
Persistent link: https://www.econbiz.de/10011071409
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An approximately optimal non-parametric procedure for analyzing exchangeable binary data with random cluster sizes
Zhao, Hui-Xiu; Lin, Jin-Guan - In: Computational Statistics 28 (2013) 5, pp. 2029-2047
pairwise likelihood procedure. Copyright Springer-Verlag Berlin Heidelberg 2013 …
Persistent link: https://www.econbiz.de/10010847734
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Association estimation for clustered failure time data with a cure fraction
Chen, Chyong-Mei; Lu, Tai-Fang C.; Hsu, Chao-Min - In: Computational Statistics & Data Analysis 57 (2013) 1, pp. 210-222
Substantial research has been devoted to developing methodology for inferring the association of clustered failure time data. However, in the study of familial disease, there may be a proportion of patients cured or nonsusceptible to the disease. Thus, it is necessary to simultaneously consider...
Persistent link: https://www.econbiz.de/10010580856
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Pairwise Likelihood Inference for General State Space Models
Varin, Cristiano; Vidoni, Paolo - In: Econometric Reviews 28 (2009) 1-3, pp. 170-185
on a simple pseudolikelihood, called “pairwise likelihood.” Its merit is to reduce the computational burden so that it is … discuss pairwise likelihood inference for state space models, and we present some touchstone examples concerning …
Persistent link: https://www.econbiz.de/10005511980
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On composite marginal likelihoods
Varin, Cristiano - In: AStA Advances in Statistical Analysis 92 (2008) 1, pp. 1-28
Persistent link: https://www.econbiz.de/10005598082
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