Asymptotic properties of computationally efficient alternative estimators for a class of multivariate normal models

By Petruta Caragea, Richard L. Smith. 2007

73 citations recorded by the source corpus.

Subfields: Environmental Engineering, Finance, Statistics and Probability

View Paper: https://www.semanticscholar.org/paper/3f1ec8f928ecf69d29d36c371dbe5c88df605eb7

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In Environmental Engineering

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Citations in the corpus

Spatial Bayesian hierarchical modeling of precipitation extremes over a large domain (2015, methodology): “Composite likelihood (CL) methods [Lindsay, 1988; Heagerty and Lele, 1998; Caragea and Smith, 2007; Varin et al., 2011] approximate the likelihood function itself by breaking stations into groups and evaluating the likelihood for each group.”
Statistical Properties of Covariance Tapers (2013, background): “Block tapers, or perhaps more sophisticated related approaches such as those described in Vecchia (1988); Stein, Chi, and Welty (2004); and Caragea and Smith (2007) may hold more promise for approximating maximum likelihood estimates for irregularly sited observations.”
A latent variable representation of count data models to accommodate spatial and temporal dependence: application to predicting crash frequency at intersections (2011, background): “Alternatively, the analyst can also consider larger subsets of observations, such as triplets or quadruplets or even higher dimensional subsets (see Engler et al., 2006 and Caragea and Smith, 2007).”
COMMENTS ON PAIRWISE LIKELIHOOD IN TIME SERIES MODELS (2011, methodology): “While we will focus on CPLk in this paper, the theory of CTLk follows in a similar way as that of CPLk. Caragea and Smith (2007) considered the small blocks method which is similar to CTLK , where a k-tuple of observations (Xt, Xt+1, . . . , Xt+k) is regarded as a block.”
The maximum approximate composite marginal likelihood (MACML) estimation of multinomial probit-based unordered response choice models (2011, background): “Alternatively, the analyst can also consider larger subsets of observations, such as triplets or quadruplets or even higher dimensional subsets (see Engler et al., 2006 and Caragea and Smith, 2007).”
The Composite Marginal Likelihood (CML) Inference Approach with Applications to Discrete and Mixed Dependent Variable Models (2014, background): “Alternatively, the analyst can also consider larger subsets of observations, such as triplets or quadruplets or even higher dimensional subsets (see Engler et al., 2006 and Caragea and Smith, 2007).”
AN OVERVIEW OF COMPOSITE LIKELIHOOD METHODS (2011, methodology): “Geys, Molenberghs and Ryan (1999) propose the adjusted composite likelihood ratio statistic W ′ = W/λ̄ with an approximate χ2q distribution, where λ̄ denotes the average of the eigenvalues λj ; Rotnitzky and Jewell (1990) suggest this for the independence likelihood.”