in this paper, the use of weighted pairwise likelihood instead of the full likelihood in estimating the parameters of the multivariate ar(1) is investigated. a closed formula for typical elements of the godambe information(sandwich information) is presented. some efficiency calculations are also given to discuss the feasibility andcomputational advantages of the weighted pairwise likelihood app...

In this paper, the use of weighted pairwise likelihood instead of the full likelihood in estimating the parameters of the multivariate AR(1) is investigated. A closed formula for typical elements of the Godambe information (sandwich information) is presented. Some efficiency calculations are also given to discuss the feasibility and computational advantages of the weighted pairwise likelihood a...

Models with random effects/latent variables are widely used for capturing unobserved heterogeneity in multilevel/hierarchical data and account for associations in multivariate data. The estimation of those models becomes cumbersome as the number of latent variables increases due to high-dimensional integrations involved. Composite likelihood is a pseudo-likelihood that combines lower-order marg...

in this paper, we discuss strong laws for weighted sums of pairwise negatively dependent random variables. the results on i.i.d case of soo hak sung [9] are generalized and extended.

In this paper, we discuss strong laws for weighted sums of pairwise negatively dependent random variables. The results on i.i.d case of Soo Hak Sung [9] are generalized and extended.