An Overview of Composite Likelihood Methods
نویسندگان
چکیده
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.
منابع مشابه
Composite Likelihood Methods
Composite likelihood methods are extensions of the Fisherian likelihood theory, one of the most influential approaches in statistics. Such extensions are generally motivated by the issue of computational feasibility arising in the application of the likelihood method in high-dimensional data analysis. Complex dependence presents substantial challenges in statistical modelling and methods and in...
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