An overview of composite likelihood methods
A survey of recent developments in the theory and application of composite likelihood is
provided, building on the review paper of Varin (2008). A range of application areas …
provided, building on the review paper of Varin (2008). A range of application areas …
On composite marginal likelihoods
C Varin - Asta advances in statistical analysis, 2008 - Springer
Composite marginal likelihoods are pseudolikelihoods constructed by compounding
marginal densities. In several applications, they are convenient surrogates for the ordinary …
marginal densities. In several applications, they are convenient surrogates for the ordinary …
Space–time modelling of extreme events
R Huser, AC Davison - Journal of the Royal Statistical Society …, 2014 - academic.oup.com
Max-stable processes are the natural analogues of the generalized extreme value
distribution when modelling extreme events in space and time. Under suitable conditions …
distribution when modelling extreme events in space and time. Under suitable conditions …
The maximum approximate composite marginal likelihood (MACML) estimation of multinomial probit-based unordered response choice models
CR Bhat - Transportation Research Part B: Methodological, 2011 - Elsevier
The likelihood functions of multinomial probit (MNP)-based choice models entail the
evaluation of analytically-intractable integrals. As a result, such models are usually …
evaluation of analytically-intractable integrals. As a result, such models are usually …
A latent variable representation of count data models to accommodate spatial and temporal dependence: Application to predicting crash frequency at intersections
This paper proposes a reformulation of count models as a special case of generalized
ordered-response models in which a single latent continuous variable is partitioned into …
ordered-response models in which a single latent continuous variable is partitioned into …
Estimating space and space-time covariance functions for large data sets: a weighted composite likelihood approach
In this article, we propose two methods for estimating space and space-time covariance
functions from a Gaussian random field, based on the composite likelihood idea. The first …
functions from a Gaussian random field, based on the composite likelihood idea. The first …
Examining the influence of stop level infrastructure and built environment on bus ridership in Montreal
V Chakour, N Eluru - Journal of Transport Geography, 2016 - Elsevier
We studied transit ridership from the perspective of the transit provider, with the objective of
quantifying the influence of transit system operational attributes, transportation system …
quantifying the influence of transit system operational attributes, transportation system …
A spatial generalized ordered response model to examine highway crash injury severity
This paper proposes a flexible econometric structure for injury severity analysis at the level
of individual crashes that recognizes the ordinal nature of injury severity categories, allows …
of individual crashes that recognizes the ordinal nature of injury severity categories, allows …
A State-Space Perspective on Modelling and Inference for Online Skill Rating
This paper offers a comprehensive review of the main methodologies used for skill rating in
competitive sports. We advocate for a state-space model perspective, wherein players' skills …
competitive sports. We advocate for a state-space model perspective, wherein players' skills …
The role of copulas in the housing crisis
DM Zimmer - Review of Economics and Statistics, 2012 - direct.mit.edu
Due to its simplicity and familiarity, the Gaussian copula is popular in calculating risk in
collaterized debt obligations, but it imposes asymptotic independence such that extreme …
collaterized debt obligations, but it imposes asymptotic independence such that extreme …