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Paper No. 09-45

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C Varin, N Reid and D Firth

An overview of composite likelihood methods

Abstract: A survey of recent developments in the theory and application of composite likelihood is provided, building on the review paper of Varin (2008). A range of application areas, including geostatistics, spatial extremes and space-time models 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 (2009). Emphasis is given to the development of the theory, and the current state of knowledge on efficiency and robustness of composite likelihood inference.

Keywords: Copulas, generalized estimating equations, geostatistics, Godambe information, longitudinal data, multivariate binary data, pseudo-likelihood, quasi-likelihood, robustness, spatial extremes, time series.