Higher-order properties of Bayesian empirical likelihood

DOI10.1214/16-EJS1201zbMath1358.62037MaRDI QIDQ502781

Xiaolong Zhong, Malay Ghosh

Publication date: 11 January 2017

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1478660515

zbMATH Keywords

Bernstein-von Mises theoremCressie-Read divergenceBayesian empirical likelihoodexponentially tilted empirical likelihood

Mathematics Subject Classification ID

Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Bayesian inference (62F15)

Related Items (3)

Bayesian empirical likelihood inference and order shrinkage for autoregressive models ⋮ Empirical likelihood ratio tests with power one ⋮ The empirical likelihood prior applied to bias reduction of general estimating equations

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