Likelihood inference

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Abstract

The essential role of the likelihood function in both Bayesian and non-Bayesian inference is described. Several topics related to the extension of likelihood-based methodology to more complex settings are reviewed, including modifications to profile likelihood, composite and pseudo-likelihoods, quasi-likelihood, semi-parametric and non-parametric likelihoods, and empirical likelihood. Copyright © 2010 John Wiley & Sons, Inc.

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