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Bayesian empirical likelihood

Citations

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Cited by:

  1. Mike G. Tsionas, 2023. "Linex and double-linex regression for parameter estimation and forecasting," Annals of Operations Research, Springer, vol. 323(1), pages 229-245, April.
  2. Siddhartha Chib & Minchul Shin & Anna Simoni, 2022. "Bayesian estimation and comparison of conditional moment models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(3), pages 740-764, July.
  3. Kai-Tai Fang & Rahul Mukerjee, 2006. "Empirical-type likelihoods allowing posterior credible sets with frequentist validity: Higher-order asymptotics," Biometrika, Biometrika Trust, vol. 93(3), pages 723-733, September.
  4. Albert Vexler & Young Min Kim & Jihnhee Yu & Nicole A. Lazar & Alan D. Hutson, 2014. "Computing Critical Values of Exact Tests by Incorporating Monte Carlo Simulations Combined with Statistical Tables," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 41(4), pages 1013-1030, December.
  5. Fernández-Villaverde, J. & Rubio-Ramírez, J.F. & Schorfheide, F., 2016. "Solution and Estimation Methods for DSGE Models," Handbook of Macroeconomics, in: J. B. Taylor & Harald Uhlig (ed.), Handbook of Macroeconomics, edition 1, volume 2, chapter 0, pages 527-724, Elsevier.
  6. Giuseppe Ragusa, 2007. "Bayesian Likelihoods for Moment Condition Models," Working Papers 060714, University of California-Irvine, Department of Economics.
  7. Jean-Pierre Florens & Anna Simoni, 2021. "Gaussian Processes and Bayesian Moment Estimation," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 39(2), pages 482-492, March.
  8. Sanjay Chaudhuri & Malay Ghosh, 2011. "Empirical likelihood for small area estimation," Biometrika, Biometrika Trust, vol. 98(2), pages 473-480.
  9. Xu, Ke-Li, 2020. "Inference of local regression in the presence of nuisance parameters," Journal of Econometrics, Elsevier, vol. 218(2), pages 532-560.
  10. Bedoui, Adel & Lazar, Nicole A., 2020. "Bayesian empirical likelihood for ridge and lasso regressions," Computational Statistics & Data Analysis, Elsevier, vol. 145(C).
  11. Rahul Mukerjee & Ling-Yau Chan, 2009. "Confidence intervals based on empirical statistics: existence of a probability matching prior and connection with frequentist Bartlett adjustability," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 18(2), pages 271-282, August.
  12. Luo, Yu & Graham, Daniel J. & McCoy, Emma J., 2023. "Semiparametric Bayesian doubly robust causal estimation," LSE Research Online Documents on Economics 117944, London School of Economics and Political Science, LSE Library.
  13. Chang, In Hong & Mukerjee, Rahul, 2008. "Matching posterior and frequentist cumulative distribution functions with empirical-type likelihoods in the multiparameter case," Statistics & Probability Letters, Elsevier, vol. 78(16), pages 2793-2797, November.
  14. Kai Yang & Xue Ding & Xiaohui Yuan, 2022. "Bayesian empirical likelihood inference and order shrinkage for autoregressive models," Statistical Papers, Springer, vol. 63(1), pages 97-121, February.
  15. Zhang, Yan-Qing & Tang, Nian-Sheng, 2017. "Bayesian local influence analysis of general estimating equations with nonignorable missing data," Computational Statistics & Data Analysis, Elsevier, vol. 105(C), pages 184-200.
  16. Rong Tang & Yun Yang, 2022. "Bayesian inference for risk minimization via exponentially tilted empirical likelihood," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(4), pages 1257-1286, September.
  17. Sanjay Chaudhuri & Debashis Mondal & Teng Yin, 2017. "Hamiltonian Monte Carlo sampling in Bayesian empirical likelihood computation," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 79(1), pages 293-320, January.
  18. Jaeger, Adam & Lazar, Nicole A., 2020. "Split sample empirical likelihood," Computational Statistics & Data Analysis, Elsevier, vol. 150(C).
  19. Albert Vexler & Wan-Min Tsai & Alan D. Hutson, 2014. "A Simple Density-Based Empirical Likelihood Ratio Test for Independence," The American Statistician, Taylor & Francis Journals, vol. 68(3), pages 158-169, February.
  20. Lehmann, Bruce N., 2009. "The role of beliefs in inference for rational expectations models," Journal of Econometrics, Elsevier, vol. 150(2), pages 322-331, June.
  21. In Chang & Rahul Mukerjee, 2012. "On the approximate frequentist validity of the posterior quantiles of a parametric function: results based on empirical and related likelihoods," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 21(1), pages 156-169, March.
  22. Ventura, Laura & Racugno, Walter, 2012. "On interval and point estimators based on a penalization of the modified profile likelihood," Statistics & Probability Letters, Elsevier, vol. 82(7), pages 1285-1289.
  23. Mahdieh Bayati & Seyed Kamran Ghoreishi & Jingjing Wu, 2021. "Bayesian analysis of restricted penalized empirical likelihood," Computational Statistics, Springer, vol. 36(2), pages 1321-1339, June.
  24. Li, Cheng & Jiang, Wenxin, 2016. "On oracle property and asymptotic validity of Bayesian generalized method of moments," Journal of Multivariate Analysis, Elsevier, vol. 145(C), pages 132-147.
  25. Siddharta Chib & Minchul Shin & Anna Simoni, 2016. "Bayesian Empirical Likelihood Estimation and Comparison of Moment Condition Models," Working Papers 2016-21, Center for Research in Economics and Statistics.
  26. Ventura, Laura & Cabras, Stefano & Racugno, Walter, 2009. "Prior Distributions From Pseudo-Likelihoods in the Presence of Nuisance Parameters," Journal of the American Statistical Association, American Statistical Association, vol. 104(486), pages 768-774.
  27. Tatiana Dmitrieva & Kristin McCullough & Nader Ebrahimi, 2021. "Improved approximate Bayesian computation methods via empirical likelihood," Computational Statistics, Springer, vol. 36(2), pages 1533-1552, June.
  28. Zhichao Liu & Catherine Forbes & Heather Anderson, 2017. "Robust Bayesian exponentially tilted empirical likelihood method," Monash Econometrics and Business Statistics Working Papers 21/17, Monash University, Department of Econometrics and Business Statistics.
  29. F. Giummolè & V. Mameli & E. Ruli & L. Ventura, 2019. "Objective Bayesian inference with proper scoring rules," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 28(3), pages 728-755, September.
  30. Albert Vexler & Li Zou & Alan D. Hutson, 2016. "Data-Driven Confidence Interval Estimation Incorporating Prior Information with an Adjustment for Skewed Data," The American Statistician, Taylor & Francis Journals, vol. 70(3), pages 243-249, July.
  31. Ouyang, Jiangrong & Bondell, Howard, 2023. "Bayesian analysis of longitudinal data via empirical likelihood," Computational Statistics & Data Analysis, Elsevier, vol. 187(C).
  32. Lin, Lu & Tan, Lin, 2008. "Proper Bayesian estimating equation based on Hilbert space method," Statistics & Probability Letters, Elsevier, vol. 78(9), pages 1119-1127, July.
  33. Vexler, Albert & Zou, Li & Hutson, Alan D., 2019. "The empirical likelihood prior applied to bias reduction of general estimating equations," Computational Statistics & Data Analysis, Elsevier, vol. 138(C), pages 96-106.
  34. J. N. K. Rao & Changbao Wu, 2010. "Bayesian pseudo‐empirical‐likelihood intervals for complex surveys," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 72(4), pages 533-544, September.
  35. In Hong Chang & Rahul Mukerjee, 2008. "Bayesian and frequentist confidence intervals arising from empirical-type likelihoods," Biometrika, Biometrika Trust, vol. 95(1), pages 139-147.
  36. Isaiah Andrews & Anna Mikusheva, 2022. "Optimal Decision Rules for Weak GMM," Econometrica, Econometric Society, vol. 90(2), pages 715-748, March.
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