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What's the H in H‐likelihood: A Holy Grail or an Achilles' Heel? *

Xiao‐Li Meng

in Bayesian Statistics 9

Published in print:
2011
Published Online:
January 2012
ISBN:
9780199694587
eISBN:
9780191731921
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199694587.003.0016
Subject:
Mathematics, Probability / Statistics

H‐likelihood refers to a likelihood function of both fixed parameters and random “unobservables,” such as missing data and latent variables. The method then typically proceeds by maximizing over the ... More


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