Likelihood and its Extensions

de Nancy Von Reid, Cristiano Varin, Grace Y. Yi

Significant new challenges to the use of likelihood-based methods for inference have helped to generate considerable interest in alternative inference methods that are not based on a full likelihood specification. This book provides a comprehensive survey of likelihood methods in statistics, with an emphasis on developments to inference functions for use in complex data. These inference functions are usually motivated by considerations related to likelihood-type arguments and have a variety of names, including composite likelihood, quasi-likelihood and pseudo-likelihood.