parameters of the best linear approximation is characterized via its support function, and limit theory is developed for the … latter. We prove that the support function can be approximated by a Gaussian process and establish validity of the Bayesian …

parameters of the best linear approximation is characterized via its support function, and limit theory is developed for the … latter. We prove that the support function can be approximated by a Gaussian process and establish validity of the Bayesian …

. We construct Bayesian credible sets for the identified set and uniform credible bands for the support function, as well … identified parameter by using the posterior distribution of the support function and show that they have correct frequentist … coverage asymptotically. In addition, we establish a local linear approximation of the support function which facilitates set …

. We construct Bayesian credible sets for the identified set and uniform credible bands for the support function, as well … identified parameter by using the posterior distribution of the support function and show that they have correct frequentist … coverage asymptotically. In addition, we establish a local linear approximation of the support function which facilitates set …

its support function. Using this characterization, we derive the semiparametric efficiency bound of the support function … the support function for the case of mean regression with an interval censored outcome. …