Questions tagged [pseudo-likelihood]

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Bias in unbiased pseudo-marginal estimation

In the Pseudo-marginal Metropolis-Hastings algorithm exact sampling of a posterior distribution is performed when using an unbiased estimate of the marginal likelihood. However, I am having problems ...
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Can use pseudo maximum likelihood method with mixed continuous and discret data in copula

For copula models there are different estimation ways. One of them, is Pseudo maximum likelihood method. In this method, the margins are estimated using empirical cumulative density function. Then ...