Statistical models: conventional, penalized and hierarchical likelihood

DOI10.1214/08-SS039zbMath1190.62072arXiv0808.4042OpenAlexW2018197887MaRDI QIDQ975572

Daniel Commenges

Publication date: 9 June 2010

Published in: Statistics Surveys (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/0808.4042

zbMATH Keywords

likelihoodincomplete datacross-validationsievesBayes estimatorsstatistical modelspenalized likelihoodKullback-Leibler riskh-likelihood

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Bayesian inference (62F15) Foundations and philosophical topics in statistics (62A01)

Related Items (4)

Choice of Estimators Based on Different Observations: Modified AIC and LCV Criteria ⋮ Multilevel mediation analysis with structured unmeasured mediator-outcome confounding ⋮ Inference in HIV dynamics models via hierarchical likelihood ⋮ A general definition of influence between stochastic processes

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