Search Results - subject:"Bernstein–von Mises theorem"

Bayesian inference for partially identified convex models: Is it valid for frequentist inference?

Liao, Yuan; Simoni, Anna - 2016

inference and numerical implementation of our method, and allows us to establish the Bernstein-von Mises theorem of the …

Persistent link: https://www.econbiz.de/10011687923

Bayesian inference for partially identified convex models : is it valid for frequentist inference?

Liao, Yuan; Simoni, Anna - 2016

inference and numerical implementation of our method, and allows us to establish the Bernstein-von Mises theorem of the …

Persistent link: https://www.econbiz.de/10011516677

Asymptotic properties of approximate Bayesian computation

Frazier, D. T.; Martin, Gael M.; Robert, Christian P.; … - 2016

Persistent link: https://www.econbiz.de/10011781809

Bayesian empirical likelihood estimation and comparison of moment condition models

Chib, Siddhartha; Shin, Minchul; Simoni, Anna - 2016 - This version: June, 2016

Persistent link: https://www.econbiz.de/10011855311

Posterior distribution of nondifferentiable functions

Kitagawa, Toru; Olea, José Luis Montiel; Payne, Jonathan; … - In: Journal of econometrics 217 (2020) 1, pp. 161-175

Persistent link: https://www.econbiz.de/10012482743

Bayesian inference for partially identified smooth convex models

Liao, Yuan; Simoni, Anna - In: Journal of econometrics 211 (2019) 2, pp. 338-360

Persistent link: https://www.econbiz.de/10012303804

Frequentist size of Bayesian inequality tests

Kaplan, David M.; Zhuo, Longhao - 2018

Persistent link: https://www.econbiz.de/10011881640

Posterior distribution of nondifferentiable functions

Kitagawa, Toru; Montiel-Olea, Jose-Luis; Payne, … - 2016

This paper examines the asymptotic behavior of the posterior distribution of a possibly nondifferentiable function g(theta), where is a finite dimensional parameter. The main assumption is that the distribution of the maximum likelihood estimator theta_n, its bootstrap approximation, and the...

Persistent link: https://www.econbiz.de/10011594330

Posterior distribution of nondifferentiable functions

Kitagawa, Toru; Olea, José Luis Montiel; Payne, Jonathan - 2016

Persistent link: https://www.econbiz.de/10011459005

Bayesian regression with nonparametric heteroskedasticity

Norets, Andriy - In: Journal of Econometrics 185 (2015) 2, pp. 409-419

that is a flexible function of covariates. The main result of the paper is a semiparametric Bernstein–von Mises theorem …

Persistent link: https://www.econbiz.de/10011190718

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