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Improvements of the maximum pseudo-likelihood estimators in various spatial statistical models

Huang, Fuchun; Ogata, Yosihiko

Description

Maximum pseudo-likelihood estimation has hitherto been viewed as a practical but flawed alternative to maximum likelihood estimation, necessary because the maximum likelihood estimator is too hard to compute, but flawed because of its inefficiency when the spatial interactions are strong. We demonstrate that a single Newton-Raphson step starting from the maximum pseudo-likelihood estimator produces an estimator which is close to the maximum likelihood estimator in terms of its actual value,...[Show more]

CollectionsANU Research Publications
Date published: 1999
Type: Journal article
URI: http://hdl.handle.net/1885/91535
Source: Journal of Computational and Graphical Statistics

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