Questions tagged [pseudo-likelihood]

In the Pseudo-marginal Metropolis-Hastings algorithm exact sampling of a posterior distribution is performed when using an unbiased estimate of the marginal likelihood. However, I am having problems with the unbiasedness of the marginal…

For copula models there are different estimation ways. One of them, is Pseudo maximum likelihood method. In this method, the margins are estimated using empirical cumulative density function. Then copula parameters is estimated using maxim…