Consistency of Empirical Likelihood and Maximum A-Posteriori Probability Under Misspecification

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dc.creatorGrendar, Marian
dc.creatorJudge, George G.
dc.date2017-04-01T20:08:57Z
dc.date.accessioned2026-07-09T02:46:36Z
dc.descriptionUsing 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.
dc.identifierdoi:10.22004/ag.econ.6053
dc.identifierhttps://ageconsearch.umn.edu/record/6053/files/wp081052.pdf
dc.identifierhttp://ageconsearch.umn.edu/record/6053
dc.identifier.urihttp://hdl.handle.net/123456789/519814
dc.languageeng
dc.publisher
dc.sourcehttp://ageconsearch.umn.edu/record/6053
dc.titleConsistency of Empirical Likelihood and Maximum A-Posteriori Probability Under Misspecification
dc.typeText

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