Department of Statistics Unitmark
Dietrich College of Humanities and Social Sciences

Bayesian Empirical Likelihood

Publication Date

August, 2000

Publication Type

Tech Report

Author(s)

Nicole A. Lazar

Abstract

Empirical likelihood has been suggested as a data-based, nonparametric alternative to the usual likelihood function. Research has shown that empirical likelihood tests have many of the same asymptotic properties as those derived from parametric likelihoods. This leads naturally to the possibility of using empirical likelihood as the basis for Bayesian inference. Different ways in which this goal might be accomplished are considered. The validity of the resultant posterior inferences is examined, as are frequentist properties of the Bayesian empirical likelihood intervals.