文章基本信息

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