Higher-order properties of Bayesian empirical likelihood

Other literature type English OPEN
Zhong, Xiaolong; Ghosh, Malay;
(2016)
  • Publisher: The Institute of Mathematical Statistics and the Bernoulli Society
  • Journal: issn: 1935-7524
  • Publisher copyright policies & self-archiving
  • Related identifiers: doi: 10.1214/16-EJS1201
  • Subject: Bernstein-von Mises theorem | exponentially tilted empirical likelihood | Cressie–Read divergence
    arxiv: Statistics::Computation | Statistics::Methodology

Empirical likelihood serves as a good nonparametric alternative to the traditional parametric likelihood. The former involves much less assumptions than the latter, but very often gets the same asymptotic inferential efficiency. While empirical likelihood has been studi... View more
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