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Bayesian computation via empirical likelihood

โœ Scribed by Mengersen, K. L.; Pudlo, P.; Robert, C. P.


Book ID
118746015
Publisher
National Academy of Sciences
Year
2013
Tongue
English
Weight
697 KB
Volume
110
Category
Article
ISSN
0027-8424

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The close relationship between the bootstrap and empirical likelihood has been noted in the literature. The purpose of this paper is to show how to construct a bootstrap likelihood from a single bootstrap, without any nested bootstrapping nor any smoothing. For a wide class of M-estimators the likel