Article first published online: 25 JUN 2010
Copyright © 2010 John Wiley & Sons, Inc.
Wiley Interdisciplinary Reviews: Computational Statistics
Volume 2, Issue 5, pages 517–525, September/October 2010
How to Cite
Reid, N. (2010), Likelihood inference. WIREs Comp Stat, 2: 517–525. doi: 10.1002/wics.110
- Issue published online: 8 SEP 2010
- Article first published online: 25 JUN 2010
- parametric modelling;
- nuisance parameters;
- higher order asymptotics;
- composite likelihood;
- partial likelihood
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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