A comparison of the maximum simulated likelihood and composite marginal likelihood estimation approaches in the context of the multivariate ordered-response model

DOI10.1108/S0731-9053(2010)0000026007zbMath1443.62144OpenAlexW2182212762MaRDI QIDQ3295690

Nazneen Ferdous, Cristiano Varin, Chandra R. Bhat

Publication date: 10 July 2020

Published in: Maximum Simulated Likelihood Methods and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1108/s0731-9053(2010)0000026007

zbMATH Keywords

composite marginal likelihood (CML) approachmaximum simulated likelihood (MSL) approachmultivariate ordered-response

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Order statistics; empirical distribution functions (62G30)

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