Quasi-maximum likelihood estimate

In statistics a quasi-maximum likelihood estimate (QMLE), also known as a pseudo-likelihood estimate or a composite likelihood estimate, is an estimate of a parameter θ in a statistical model that is formed by maximizing a function that is related to the logarithm of the likelihood function, but in discussing the consistency and (asymptotic) variance-covariance matrix, we assume some parts of the distribution may be mis-specified. In contrast, the maximum likelihood estimate maximizes the actual log likelihood function for the data and model.

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