A Note on Information Bias and Efficiency of Composite Likelihood

DOI10.5705/ss.202022.0167arXiv1612.06967OpenAlexW2585900915MaRDI QIDQ6185142

Libai Xu, Ximing Xu, Nancy Reid

Publication date: 29 January 2024

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1612.06967

zbMATH Keywords

nuisance parameterestimating functionpairwise likelihoodgodambe information matrixBartlett's second identity

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• A paradox concerning nuisance parameters and projected estimating functions
• A note on pseudolikelihood constructed from marginal densities
• Maximum likelihood estimation using composite likelihoods for closed exponential families
• Conditional score functions: Some optimality results

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