Claudia Di Caterina

University of Verona

Via dell'Artigliere, 8

Verona, 37129

Italy

  • University of Verona

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Model Selection by Pathwise Marginal Likelihood Thresholding

Number of pages: 14 Posted: 01 Sep 2023
Claudia Di Caterina and Davide Ferrari
University of Verona and Free University of Bozen-Bolzano, Faculty of Economics and Management
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Abstract:

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composite likelihood, independence likelihood, pairwise likelihood, multivariate analysis, sparsity-inducing penalization