For some of my current projects, I'm probably going to need to eventually estimate some models using Metropolis-Hastings sampling. I understand the basic concepts, and the software I use (R) has ...

In this paper, parametric and empirical likelihood functions or surfaces are compared. In particular, first- and second-order expansions for log likelihood functions are developed in nonparametric and ...

Empirical likelihood methods have emerged as a robust, non‐parametric framework for statistical inference that skilfully bypasses the need for strong parametric assumptions. By constructing likelihood ...

Asymptotic corrections are used to compute the means and the variance-covariance matrix of multivariate posterior distributions that are formed from a normal prior distribution and a likelihood ...