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Weak convergence of posteriors conditional on maximum pseudo-likelihood estimates and implications in ABC.
- Source :
-
Statistics & Probability Letters . Dec2015, Vol. 107, p84-92. 9p. - Publication Year :
- 2015
-
Abstract
- The weak convergence of posterior distributions conditional on maximum pseudo-likelihood estimates (MPLE) is studied and exploited to justify the use of MPLE as summary statistics in approximate Bayesian computation (ABC). Our study could be generalized by replacing the pseudo-likelihood by other estimating functions (e.g. quasi-likelihoods and contrasts). [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 01677152
- Volume :
- 107
- Database :
- Academic Search Index
- Journal :
- Statistics & Probability Letters
- Publication Type :
- Periodical
- Accession number :
- 110429312
- Full Text :
- https://doi.org/10.1016/j.spl.2015.08.003