IDEAS home Printed from https://ideas.repec.org/p/ags/ucbecw/6053.html
   My bibliography  Save this paper

Consistency of Empirical Likelihood and Maximum A-Posteriori Probability Under Misspecification

Author

Listed:
  • Grendar, Marian
  • Judge, George G.

Abstract

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.

Suggested Citation

  • Grendar, Marian & Judge, George G., 2008. "Consistency of Empirical Likelihood and Maximum A-Posteriori Probability Under Misspecification," CUDARE Working Papers 6053, University of California, Berkeley, Department of Agricultural and Resource Economics.
    • Handle: RePEc:ags:ucbecw:6053
    DOI: 10.22004/ag.econ.6053
    as

    Download full text from publisher

    File URL: https://ageconsearch.umn.edu/record/6053/files/wp081052.pdf
    Download Restriction: no
    File URL: https://libkey.io/10.22004/ag.econ.6053?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    Other versions of this item:

    More about this item

    Keywords

    Research Methods/ Statistical Methods;

    Statistics

    Access and download statistics

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ags:ucbecw:6053. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: AgEcon Search (email available below). General contact details of provider: https://edirc.repec.org/data/dabrkus.html .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.