On full efficiency of the maximum composite likelihood estimator

DOI10.1016/j.spl.2014.11.003zbMath1325.62054OpenAlexW2085447604MaRDI QIDQ2343640

Yanyan Li

Publication date: 6 May 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2014.11.003

zbMATH Keywords

efficiencyexponential familypseudo-likelihoodcomposite likelihoodmultivariate normalscore function

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Point estimation (62F10) Exact distribution theory in statistics (62E15)

Related Items (2)

Approximate Bayesian computation with composite score functions ⋮ Maximum Pseudolikelihood Estimation for Model-Based Clustering of Time Series Data

Cites Work

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• Estimating Space and Space-Time Covariance Functions for Large Data Sets: A Weighted Composite Likelihood Approach
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