On the approximate frequentist validity of the posterior quantiles of a parametric function: results based on empirical and related likelihoods
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Bibliographic InfoArticle provided by Springer in its journal TEST.
Volume (Year): 21 (2012)
Issue (Month): 1 (March)
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Web page: http://www.springerlink.com/link.asp?id=120411
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- Whitney K. Newey & Richard J. Smith, 2004.
"Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators,"
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- Susanne M. Schennach, 2005. "Bayesian exponentially tilted empirical likelihood," Biometrika, Biometrika Trust, vol. 92(1), pages 31-46, March.
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