Bayesian empirical likelihood
Bayesian empirical likelihood
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DOI:
10.1093/biomet/90.2.319
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发表时间:
2003-06-01
期刊:
影响因子:
2.7
通讯作者:
Lazar, NA
中科院分区:
文献类型:
--
作者:
Lazar, NA
Research has shown that empirical likelihood tests have many of the same asymptotic properties as those derived from parametric likelihoods. This leads naturally to the possibility of using empirical likelihood as the basis for Bayesian inference. Different ways in which this goal might be accomplished are considered. The validity of the resultant posterior inferences is examined, as are frequentist properties of the Bayesian empirical likelihood intervals.