메뉴 건너뛰기




Volumn 21, Issue 1, 2011, Pages 149-164

Bayesian composite marginal likelihoods

Author keywords

Asymptotic theory; Bayesian inference; Estimating equation; Extreme value theory; Pairwise likelihood; Pseudo likelihood

Indexed keywords


EID: 78650339315     PISSN: 10170405     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (80)

References (32)
  • 1
    • 0011617142 scopus 로고
    • Maximum likelihood of order m for stationary stochastic processes
    • Azzalini, A. (1983). Maximum likelihood of order m for stationary stochastic processes. Biometrika 70, 381-367.
    • (1983) Biometrika , vol.70 , pp. 381-367
    • Azzalini, A.1
  • 3
    • 0000913755 scopus 로고
    • Spatial interaction and the statistical analysis of lattice systems (with discussion)
    • Besag, J. E. (1974). Spatial interaction and the statistical analysis of lattice systems (with discussion). J. Roy. Statist. Soc. Ser. B 34, 192-236.
    • (1974) J. Roy. Statist. Soc. Ser. B , vol.34 , pp. 192-236
    • Besag, J.E.1
  • 4
    • 0017751656 scopus 로고
    • Efficiency of pseudolikelihood estimation for simple Gaussian fields
    • Besag, J. E. (1977). Efficiency of pseudolikelihood estimation for simple Gaussian fields. Biometrika 64, 616-618.
    • (1977) Biometrika , vol.64 , pp. 616-618
    • Besag, J.E.1
  • 5
  • 6
    • 33947141493 scopus 로고    scopus 로고
    • Inference for clustered data using the independence loglikelihood
    • Chandler, R. E. and Bate, S. (2007). Inference for clustered data using the independence loglikelihood. Biometrika 94, 167-183.
    • (2007) Biometrika , vol.94 , pp. 167-183
    • Chandler, R.E.1    Bate, S.2
  • 7
    • 33644894760 scopus 로고    scopus 로고
    • Probability matching property of adjusted likelihoods
    • Chang, H. and Mukerjee, R. (2006). Probability matching property of adjusted likelihoods. Statist. Prob. Lett. 76, 838-842.
    • (2006) Statist. Prob. Lett. , vol.76 , pp. 838-842
    • Chang, H.1    Mukerjee, R.2
  • 8
    • 0347354945 scopus 로고    scopus 로고
    • An MCMC approach to classical estimation
    • Chernozhukov, V. and Hong, H. (2003). An MCMC approach to classical estimation. J. Econom. 115, 293-346.
    • (2003) J. Econom. , vol.115 , pp. 293-346
    • Chernozhukov, V.1    Hong, H.2
  • 10
    • 4243340587 scopus 로고
    • Statistical methods for multivariate extremes: An application to structural design
    • Coles, S. G. and Tawn, J. A. (1994). Statistical methods for multivariate extremes: an application to structural design. J. Roy. Statist. Soc. Ser. C 43, 1-48.
    • (1994) J. Roy. Statist. Soc. Ser. C , vol.43 , pp. 1-48
    • Coles, S.G.1    Tawn, J.A.2
  • 11
    • 0016794660 scopus 로고
    • Partial likelihood
    • Cox, D. R. (1975). Partial likelihood. Biometrika 62, 269-276.
    • (1975) Biometrika , vol.62 , pp. 269-276
    • Cox, D.R.1
  • 12
    • 24144486294 scopus 로고    scopus 로고
    • A note on pseudolikelihood constructed from marginal densities
    • Cox, D. R. and Reid, N. (2004). A note on pseudolikelihood constructed from marginal densities. Biometrika 91, 729-737.
    • (2004) Biometrika , vol.91 , pp. 729-737
    • Cox, D.R.1    Reid, N.2
  • 13
    • 33745433256 scopus 로고    scopus 로고
    • A pseudolikelihood approach for simultaneous analysis of array comparative genomic hybridizations
    • Engler, D. A., Mohapatra, M., Louis, D. N. and Betensky, R. A. (2006). A pseudolikelihood approach for simultaneous analysis of array comparative genomic hybridizations. Biostatistics 7, 399-421.
    • (2006) Biostatistics , vol.7 , pp. 399-421
    • Engler, D.A.1    Mohapatra, M.2    Louis, D.N.3    Betensky, R.A.4
  • 14
    • 66549110940 scopus 로고    scopus 로고
    • Direct Bayes for interest parameters
    • Fraser, D. A. S., Reid, N., Wong, A. and Yun Yi, G. (2003). Direct Bayes for interest parameters. Valencia 7, 529-533.
    • (2003) Valencia , vol.7 , pp. 529-533
    • Fraser, D.A.S.1    Reid, N.2    Wong, A.3    Yun Yi, G.4
  • 15
    • 1542427876 scopus 로고    scopus 로고
    • Pseudolikelihood modelling of multivariate outcomes in developmental toxicology
    • Geys, H., Molenberghs, G. and Ryan, L. M. (1999). Pseudolikelihood modelling of multivariate outcomes in developmental toxicology. J. Amer. Statist. Assoc. 94, 734-745.
    • (1999) J. Amer. Statist. Assoc. , vol.94 , pp. 734-745
    • Geys, H.1    Molenberghs, G.2    Ryan, L.M.3
  • 16
    • 0000454371 scopus 로고
    • An optimum property of regular maximum likelihood equation
    • Godambe, V. P. (1960). An optimum property of regular maximum likelihood equation. Ann. Math. Statist. 31, 1208-1211.
    • (1960) Ann. Math. Statist. , vol.31 , pp. 1208-1211
    • Godambe, V.P.1
  • 17
    • 38149111130 scopus 로고    scopus 로고
    • Robust likelihood functions in Bayesian inference
    • Greco, L., Racugno,W. and Ventura, L. (2008). Robust likelihood functions in Bayesian inference. J. Statist. Plann. Inference 138, 1258-1270.
    • (2008) J. Statist. Plann. Inference , vol.138 , pp. 1258-1270
    • Greco, L.1    Racugnow2    Ventura, L.3
  • 18
    • 0000533485 scopus 로고
    • Approximate likelihood ratios for general estimating functions
    • Hanfelt, J. J. and Liang, K. Y. (1995). Approximate likelihood ratios for general estimating functions. Biometrika 82, 461-477.
    • (1995) Biometrika , vol.82 , pp. 461-477
    • Hanfelt, J.J.1    Liang, K.Y.2
  • 19
    • 3542996305 scopus 로고    scopus 로고
    • A conditional approach for multivariate extreme values
    • Heffernan, J. E. and Tawn, J. A. (2004). A conditional approach for multivariate extreme values, J. Roy. Statist. Soc. Ser. B 66, 497-546.
    • (2004) J. Roy. Statist. Soc. Ser. B , vol.66 , pp. 497-546
    • Heffernan, J.E.1    Tawn, J.A.2
  • 20
    • 3843118606 scopus 로고    scopus 로고
    • Bayesian empirical likelihood
    • Lazar, N. A. (2003). Bayesian empirical likelihood. Biometrika 90, 319-326.
    • (2003) Biometrika , vol.90 , pp. 319-326
    • Lazar, N.A.1
  • 22
    • 33748697830 scopus 로고    scopus 로고
    • Quasi Bayesian likelihood
    • Lin, L. (2006). Quasi Bayesian likelihood. Statist. Method. 3, 444-455.
    • (2006) Statist. Method. , vol.3 , pp. 444-455
    • Lin, L.1
  • 23
    • 0001915899 scopus 로고
    • Composite likelihood methods
    • Lindsay, B. G. (1988). Composite likelihood methods. Contemporary Mathematics 80, 221-240.
    • (1988) Contemporary Mathematics , vol.80 , pp. 221-240
    • Lindsay, B.G.1
  • 25
    • 0346936577 scopus 로고
    • Proper likelihoods for Bayesian analysis
    • Monahan, J. F. and Boos, D. D. (1992). Proper likelihoods for Bayesian analysis. Biometrika 79, 271-278.
    • (1992) Biometrika , vol.79 , pp. 271-278
    • Monahan, J.F.1    Boos, D.D.2
  • 28
    • 0001348541 scopus 로고    scopus 로고
    • Accounting for model uncertainty in survival analysis improves predictive performance
    • Raftery, A. E., Madigan, D. and Volinsky, C. T. (1996). Accounting for model uncertainty in survival analysis improves predictive performance. Bayesian Statistics 6, 323-349.
    • (1996) Bayesian Statistics , vol.6 , pp. 323-349
    • Raftery, A.E.1    Madigan, D.2    Volinsky, C.T.3
  • 29
    • 0011359156 scopus 로고
    • Likelihood and Bayesian approximation methods
    • Reid, N. (1995). Likelihood and Bayesian approximation methods. Bayesian Statistics 5, 351-368.
    • (1995) Bayesian Statistics , vol.5 , pp. 351-368
    • Reid, N.1
  • 30
    • 1442357279 scopus 로고    scopus 로고
    • The 2000 Wald memorial lectures: Asymptotics and the theory of inference
    • Reid, N. (2003). The 2000 Wald memorial lectures: Asymptotics and the theory of inference. Ann. Statist. 31, 1695-1731.
    • (2003) Ann. Statist. , vol.31 , pp. 1695-1731
    • Reid, N.1
  • 31
    • 0033437255 scopus 로고    scopus 로고
    • On the relationship between Bayesian and non-Bayesian elimination of nuisance parameters
    • Severini, T. A. (1999), On the relationship between Bayesian and non-Bayesian elimination of nuisance parameters. Statist. Sinica 9, 713-724.
    • (1999) Statist. Sinica , vol.9 , pp. 713-724
    • Severini, T.A.1
  • 32
    • 29144520638 scopus 로고    scopus 로고
    • Simulating multivariate extreme value distributions of logistic type
    • Stephenson, A. G. (2003). Simulating multivariate extreme value distributions of logistic type. Extremes 6, 49-60.
    • (2003) Extremes , vol.6 , pp. 49-60
    • Stephenson, A.G.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.