Data/hora: 01/06/2024 02:54:38

Provedor de dados: | 31
País: | United States
Título: | A Bayesian Large Deviations Probabilistic Interpretation and Justification of Empirical Likelihood
Autores: | Grendar,   Marian; Judge,   George G.
Data: | 2008-02-28
Ano: | 2007
Palavras-chave: | Research Methods/ Statistical Methods.
Resumo: | In this paper we demonstrate, in a parametric Estimating Equations setting, that the Empirical Likelihood (EL) method is an asymptotic instance of the Bayesian non-parametric Maximum-A-Posteriori approach. The resulting probabilistic interpretation and justifcation of EL rests on Bayesian non-parametric consistency in L-divergence.
Tipo: | Working or Discussion Paper
Idioma: | Inglês

Identificador:

28463

http://purl.umn.edu/7191

Relação:

University of California, Berkeley&gt;Department of Agricultural and Resource Economics&gt;CUDARE Working Papers

CUDARE Working Paper

1035

Formato: | 12