Maximization by Parts in Likelihood Inference

161 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

MAXIMUM LIKELIHOOD INFERENCE IN ROBUST LINEAR MIXED-EFFECTS MODELS USING MULTIVARIATE t DISTRIBUTIONS (2007, methodology): “According to Song et al. (2005), a simple way to verify the information dominance condition is to monitor the sequence of differences between two consecutive updates.”
Derivatives and Fisher information of bivariate copulas (2014, methodology): “Also for an efficient numerical treatment and algorithms such as the maximization by parts (Song et al. 2005), the derivativeswill be required and cannot be approximated by finite differences.”
Simulated Method of Moments Estimation for Copula-Based Multivariate Models (2013, unknown): “In the absence of simulations, this can be treated using existing methods (see, e.g., White 1994; Gouriéroux, Monfort, and Renault 1996).”
Multivariate Frequency-Severity Regression Models in Insurance (2016, methodology): “fit Gaussian copula on Poisson frequency and gamma severity and used an optimization by parts method from [53] to do the estimation.”
A review of copula models for economic time series (2012, methodology): “[140] present an iterative multistage estimation procedure that achieves full efficiency.”
Mixed model prediction and small area estimation (2006, methodology): “Recently, Song et al. (2005) proposed a new method, which they called maximization by parts.”