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On composite marginal likelihoods |
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| Authors: | Cristiano Varin |
| Institution: | (1) Department of Statistics, University Ca’ Foscari, San Giobbe, Cannaregio 873, 30121 Venice, Italy |
| Abstract: | Composite marginal likelihoods are pseudolikelihoods constructed by compounding marginal densities. In several applications, they are convenient surrogates for the ordinary likelihood when it is too cumbersome or impractical to compute. This paper presents an overview of the topic with emphasis on applications. |
| Keywords: | Clustered data Computational efficiency Composite likelihood Genetics Longitudinal data Missing data Pairwise likelihood Pseudolikelihood Spatial data Statistical efficiency Survival analysis Time series |
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