Bayesian empirical likelihood

Nicole A. Lazar

doi:10.1093/biomet/90.2.319

Bayesian empirical likelihood

Nicole A. Lazar

Research output: Contribution to journal › Article › peer-review

126 Scopus citations

Abstract

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.

Original language	English (US)
Pages (from-to)	319-326
Number of pages	8
Journal	Biometrika
Volume	90
Issue number	2
DOIs	https://doi.org/10.1093/biomet/90.2.319
State	Published - Jun 2003

All Science Journal Classification (ASJC) codes

Statistics and Probability
General Mathematics
Agricultural and Biological Sciences (miscellaneous)
General Agricultural and Biological Sciences
Statistics, Probability and Uncertainty
Applied Mathematics

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10.1093/biomet/90.2.319

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Bayesian empirical likelihood

Abstract

All Science Journal Classification (ASJC) codes

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