Article,
An overview of composite likelihood methods
Statistica Sinica, 21 (1): 5--42 (2011)
Abstract
A survey of recent developments in the theory and application of com-
posite likelihood is provided, building on the review paper of Varin (2008). A range
of application areas, including geostatistics, spatial extremes, and space-time mod-
els, as well as clustered and longitudinal data and time series are considered. The
important area of applications to statistical genetics is omitted, in light of Larribe
and Fearnhead (2011). Emphasis is given to the development of the theory, and
the current state of knowledge on efficiency and robustness of composite likelihood
inference.
