Maximum likelihood estimation using composite likelihoods for closed exponential families

Biometrika

Volumn 96, Issue 4, 2009, Pages 975-982

  Mardia, Kanti V ^a   Kent, John T ^a   Hughes, Gareth ^b   Taylor, Charles C ^a  

^a UNIVERSITY OF LEEDS   (United Kingdom)

^b NOVARTIS PHARMA AG   (Switzerland)

Author keywords

Bivariate von Mises distribution; Closed exponential family; Fisher information; Log linear model; Maximum likelihood; Multivariate normal distribution; Pseudolikelihood

Indexed keywords

EID: 71249093499     PISSN: 00063444     EISSN: 14643510     Source Type: Journal    
DOI: 10.1093/biomet/asp056     Document Type: Article

References (19)

1. ARNOLD, B. C., CASTILLO, E. & SARABIA, J. M. (2001). Conditionally specified distributions: An introduction. Statist. Sci. 16, 249-265
2. ARNOLD, B. C. & STRAUSS, D. J. (1991a). Pseudolikelihood estimation: Some examples. Sankhya B 53, 233-243
3. ARNOLD, B. C. & STRAUSS, D. J. (1991b). Bivariate distributions with conditionals in prescribed exponential families. J. R. Statist. Soc. B 53, 365-375
4. BARNDORFF-NIELSEN, O. E. & COX, D. R. (1994). Inference and Asymptotics. London: Chapman and Hall.
5. BESAG, J. E. (1974). Spatial interaction and the statistical analysis of lattice systems (with discussion). J. R. Statist. Soc. B 34, 192-236.
6. BESAG, J. E. (1975). Statistical analysis of non-lattice data. Statistician 24, 179-195
7. BESAG, J. E. (1977). Efficiency of pseudolikelihood estimation for simple Gaussian fields. Biometrika 64, 616-618
8. BOOMSMA, W., MARDIA, K. V., TAYLOR, C. C., FERKINGHOFF-BORG, J., KROGH, A. & HAMELRYCK, T. (2008). A generative, probabilistic model of local protein structure. Proc. Nat. Acad. Sci. 105, 8932-8937
9. BROOK, D. (1964). On the distinction between the conditional probability and the joint probability approaches in the specification of nearest-neighbour systems. Biometrika 51, 481-483
10. COX, D. R. & REID, N. (2004). A note on pseudolikelihood constructed from marginal densities. Biometrika 91, 729-737
11. DAVISON, A. C. (2003). Statistical Models. Cambridge: Cambridge University Press.
12. GODAMBE, V. P. (1960). An optimum property of regular maximum likelihood equation. Ann. Math. Statist. 31, 1208-1211
13. KENT, J. T. (1982). Robust properties of likelihood ratio tests. Biometrika 69, 19-27.
14. LINDSAY, B. G. (1988). Composite likelihood methods. Contemp. Math. 80, 221-239
15. MARDIA, K. V.,HUGHES, G., TAYLOR, C. C. & SINGH, H. (2008). Multivariate von Mises distribution with applications to bioinformatics. Can. J. Statist. 36, 99-109.
16. MARDIA, K. V., TAYLOR, C. C. & SUBRAMANIAM, M. (2007). Protein bioinformatics and mixtures of bivariate von Mises distributions for angular data. Biometrics 63, 505-512
17. SINGH, H., HNIZDO, V. & DEMCHUK, E. (2002). Probabilistic model for two dependent circular variables. Biometrika 89, 719-723
18. VARIN, C. (2008). On composite marginal likelihoods. Adv. Statist. Anal. 92, 1-28.
19. VARIN, C. & VIDONI, P. (2005). A note on composite likelihood inference and model selection. Biometrika 92, 519-528