Ontology highlight
ABSTRACT:
SUBMITTER: Vexler A
PROVIDER: S-EPMC6481956 | biostudies-literature | 2019 Oct
REPOSITORIES: biostudies-literature
Vexler Albert A Zou Li L Hutson Alan D AD
Computational statistics & data analysis 20190411
The practice of employing empirical likelihood (EL) components in place of parametric likelihood functions in the construction of Bayesian-type procedures has been well-addressed in the modern statistical literature. The EL prior, a Jeffreys-type prior, which asymptotically maximizes the Shannon mutual information between data and the parameters of interest, is rigorously derived. The focus of the proposed approach is on an integrated Kullback-Leibler distance between the EL-based posterior and ...[more]