Towards a unification of second-order theory for likelihood and marginal composite likelihood

    loading  Checking for direct PDF access through Ovid


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.

Related Topics

    loading  Loading Related Articles