Varin, Cristiano, Reid, Nancy Margaret and Firth, David (2011) An overview of composite likelihood methods. Statistica Sinica, Vol.21 (No.1). pp. 5-42. ISSN 1017-0405 .
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Abstract
A survey of recent developments in the theory and application of composite likelihood is provided, building on the review paper of Varin (2008). A range of application areas, including geostatistics, spatial extremes, and space-time models, as well as clustered and longitudinal data and time series are considered. The important area of applications to statistical genetics is omitted, in light of Larribe and Fearnhead (2011). Emphasis is given to the development of the theory, and the current state of knowledge on efficiency and robustness of composite likelihood inference.
| Item Type: | Journal Article |
|---|---|
| Subjects: | Q Science > QA Mathematics |
| Divisions: | Faculty of Science, Engineering and Medicine > Science > Statistics |
| Library of Congress Subject Headings (LCSH): | Copulas (Mathematical statistics), generalized estimating equations, Estimation theory, Longitudinal method, Multivariate analysis, Time-series analysis |
| Journal or Publication Title: | Statistica Sinica |
| Publisher: | Academia Sinica * Institute of Statistical Science |
| ISSN: | 1017-0405 |
| Official Date: | 2011 |
| Dates: | Date Event 2011 Published |
| Volume: | Vol.21 |
| Number: | No.1 |
| Page Range: | pp. 5-42 |
| Status: | Peer Reviewed |
| Publication Status: | Published |
| Funder: | Italy. Ministero dell'istruzione, dell'università e della ricerca (MIUR), Natural Sciences and Engineering Research Council Canada (NSERC), Economic and Social Research Council (Great Britain) (ESRC), Engineering and Physical Sciences Research Council (EPSRC) |
| URI: | https://wrap.warwick.ac.uk/41190/ |
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