Data/hora: 13/06/2024 05:24:01

Provedor de dados: | 31
País: | United States
Título: | Consistency of Empirical Likelihood and Maximum A-Posteriori Probability Under Misspecification
Autores: | Grendar,   Marian; Judge,   George G.
Data: | 2008-05-09
Ano: | 2008
Palavras-chave: | Research Methods/ Statistical Methods.
Resumo: | Using a large deviations approach, Maximum A-Posteriori Probability (MAP) and Empirical Likelihood (EL) are shown to possess, under misspecification, an exclusive property of Bayesian consistency. Under conditions of consistency, regardless of prior the MAP estimator asymptotically coincides with EL. The consistency property is also studied for sampling processes other than iid.
Tipo: | Working or Discussion Paper
Idioma: | Inglês

Identificador:

29686

http://purl.umn.edu/6053

Relação:

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

CUDARE Working Paper

1052

Formato: | 16