A Bayesian Large Deviations Probabilistic Interpretation and Justification of Empirical Likelihood

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dc.creatorGrendar, Marian
dc.creatorJudge, George G.
dc.date2017-04-01T20:20:44Z
dc.date.accessioned2026-07-09T02:49:49Z
dc.descriptionIn 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.
dc.identifierdoi:10.22004/ag.econ.7191
dc.identifierhttps://ageconsearch.umn.edu/record/7191/files/wp071035.pdf
dc.identifierhttp://ageconsearch.umn.edu/record/7191
dc.identifier.urihttp://hdl.handle.net/123456789/520915
dc.languageeng
dc.publisher
dc.sourcehttp://ageconsearch.umn.edu/record/7191
dc.titleA Bayesian Large Deviations Probabilistic Interpretation and Justification of Empirical Likelihood
dc.typeText

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