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  • 标题:Consistency of Empirical Likelihood and Maximum A-Posteriori Probability Under Misspecification
  • 本地全文:下载
  • 作者:Grendar, Marian ; Judge, George G.
  • 期刊名称:Journal of Agribusiness
  • 印刷版ISSN:0738-8950
  • 出版年度:2008
  • 期号:suppl
  • 出版社:Journal of Agribusiness
  • 摘要:Using 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.
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