An adjustment for marginal composite likelihoods is derived to match the second-order theory of the likelihood when inference is for a vector-valued parameter in the absence of nuisance components. The adjustment overcomes the failure of Bartlett identities for marginal composite likelihoods and leads to a Bartlett-correctable marginal composite likelihood ratio statistic.

Lunardon, N. (2015). Towards a unification of second-order theory for likelihood and marginal composite likelihood. BIOMETRIKA, 103(1), 225-230 [10.1093/biomet/asv056].

Towards a unification of second-order theory for likelihood and marginal composite likelihood

Lunardon, N.
2015

Abstract

An adjustment for marginal composite likelihoods is derived to match the second-order theory of the likelihood when inference is for a vector-valued parameter in the absence of nuisance components. The adjustment overcomes the failure of Bartlett identities for marginal composite likelihoods and leads to a Bartlett-correctable marginal composite likelihood ratio statistic.
Articolo in rivista - Articolo scientifico
Bartlett correction; Composite likelihood; Model misspecification; Pseudolikelihood;
Bartlett correction; Composite likelihood; Model misspecification; Pseudolikelihood; Agricultural and Biological Sciences (all); Agricultural and Biological Sciences (miscellaneous); Statistics and Probability; Mathematics (all); Applied Mathematics; Statistics, Probability and Uncertainty
English
225
230
6
Lunardon, N. (2015). Towards a unification of second-order theory for likelihood and marginal composite likelihood. BIOMETRIKA, 103(1), 225-230 [10.1093/biomet/asv056].
Lunardon, N
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10281/141916
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