期刊
BIOMETRIKA
卷 94, 期 1, 页码 167-183出版社
OXFORD UNIV PRESS
DOI: 10.1093/biomet/asm015
关键词
generalized estimating equation; inference from margins; multivariate extreme; spatio-temporal modelling
We use the properties of independence estimating equations to adjust the 'independence' loglikelihood function in the presence of clustering. The proposed adjustment relies on the robust sandwich estimator of the parameter covariance matrix, which is easily calculated. The methodology competes favourably with established techniques based on independence estimating equations; we provide some insight as to why this is so. The adjustment is applied to examples relating to the modelling of wind speed in Europe and annual maximum temperatures in the U.K.
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