Registro completo |
Provedor de dados: |
AgEcon
|
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>Department of Agricultural and Resource Economics>CUDARE Working Papers
CUDARE Working Paper
1035
|
Formato: |
12
|