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Likelihood inference
Author(s) -
Reid Nancy
Publication year - 2010
Publication title -
wiley interdisciplinary reviews: computational statistics
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.693
H-Index - 38
eISSN - 1939-0068
pISSN - 1939-5108
DOI - 10.1002/wics.110
Subject(s) - likelihood function , likelihood principle , inference , empirical likelihood , maximum likelihood , restricted maximum likelihood , marginal likelihood , parametric statistics , quasi maximum likelihood , computer science , bayesian inference , bayesian probability , likelihood ratio test , econometrics , mathematics , artificial intelligence , statistics
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. This article is categorized under: Algorithms and Computational Methods > Maximum Likelihood Methods