maximum composite likelihood
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Maximum Composite Likelihood Estimation for Spatial Extremes Models of Brown‐Resnick type with Application to Precipitation Data

Scandinavian Journal of Statistics ◽

10.1111/sjos.12551 ◽

2021 ◽

Author(s):

Moosup Kim ◽

Sangyeol Lee

Keyword(s):

Likelihood Estimation ◽

Composite Likelihood ◽

Precipitation Data ◽

Spatial Extremes ◽

Maximum Composite Likelihood

Fixed-domain asymptotic properties of maximum composite likelihood estimators for Gaussian processes

Journal of Statistical Planning and Inference ◽

10.1016/j.jspi.2020.02.008 ◽

2020 ◽

Vol 209 ◽

pp. 62-75 ◽

Cited By ~ 1

Author(s):

F. Bachoc ◽

A. Lagnoux

Keyword(s):

Gaussian Processes ◽

Asymptotic Properties ◽

Composite Likelihood ◽

Fixed Domain ◽

Maximum Composite Likelihood

On full efficiency of the maximum composite likelihood estimator

Statistics & Probability Letters ◽

10.1016/j.spl.2014.11.003 ◽

2015 ◽

Vol 97 ◽

pp. 120-124 ◽

Cited By ~ 4

Author(s):

E.C. Kenne Pagui ◽

A. Salvan ◽

N. Sartori

Keyword(s):

Composite Likelihood ◽

Likelihood Estimator ◽

Maximum Composite Likelihood

On the robustness of maximum composite likelihood estimate

Journal of Statistical Planning and Inference ◽

10.1016/j.jspi.2011.03.026 ◽

2011 ◽

Vol 141 (9) ◽

pp. 3047-3054 ◽

Cited By ~ 46

Author(s):

Ximing Xu ◽

N. Reid

Keyword(s):

Composite Likelihood ◽

Likelihood Estimate ◽

Maximum Composite Likelihood