似然与边际复合似然的二阶理论统一:表1

Towards a unification of second-order theory for likelihood and marginal composite likelihood: Table 1.

Biometrika · 2015
被引 1
ABS 4

中文导读

针对无干扰成分时向量参数的推断,推导出边际复合似然的调整方法,使其匹配似然的二阶理论,并得到可进行Bartlett校正的边际复合似然比统计量。

Abstract

An adjustment for marginal composite likelihoods is derived to match the second-order theory of the likelihood when inference is for a vector-valued parameter in the absence of nuisance components. The adjustment overcomes the failure of Bartlett identities for marginal composite likelihoods and leads to a Bartlett-correctable marginal composite likelihood ratio statistic.

统计学计量经济学应用数学推断统计