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  • Search: subject:"multivariate linear models"
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Year of publication
Subject
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multivariate linear models 6 Bernstein-Von Mises theorems 4 curved exponential family 4 increasing dimension 4 multinomial model with moment restrictions 4 seemingly unrelated regression 4 single-equation structural equations 4 Dirichlet prior 2 censoring 2 generalized maximum likelihood 2 hazard functions 2 mixture models 2 semiparametric models 2 Bayes-Statistik 1 Maximum-Likelihood-Methode 1 Nichtparametrisches Verfahren 1 Schätztheorie 1 Theorie 1
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Online availability
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Free 6
Type of publication
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Book / Working Paper 6
Type of publication (narrower categories)
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Working Paper 5 Arbeitspapier 2 Graue Literatur 2 Non-commercial literature 2
Language
All
English 5 Undetermined 1
Author
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Belloni, Alexandre 4 Chernozhukov, Victor 4 Bunke, Olaf 2 Johannes, Jan 2
Institution
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Sonderforschungsbereich 373, Quantifikation und Simulation ökonomischer Prozesse, Wirtschaftswissenschaftliche Fakultät 1
Published in...
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CEMMAP working papers / Centre for Microdata Methods and Practice 2 cemmap working paper 2 SFB 373 Discussion Paper 1 SFB 373 Discussion Papers 1
Source
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EconStor 3 ECONIS (ZBW) 2 RePEc 1
Showing 1 - 6 of 6
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Posterior inference in curved exponential families under increasing dimensions
Belloni, Alexandre; Chernozhukov, Victor - 2013
This work studies the large sample properties of the posteriorbased inference in the curved exponential family under increasing dimension. The curved structure arises from the imposition of various restrictions on the model, such as moment restrictions, and plays a fundamental role in...
Persistent link: https://www.econbiz.de/10010368205
Saved in:
Cover Image
Posterior inference in curved exponential families under increasing dimensions
Belloni, Alexandre; Chernozhukov, Victor - 2013
This work studies the large sample properties of the posterior-based inference in the curved exponential family under increasing dimension. The curved structure arises from the imposition of various restrictions on the model, such as moment restrictions, and plays a fundamental role in...
Persistent link: https://www.econbiz.de/10010368239
Saved in:
Cover Image
Posterior inference in curved exponential families under increasing dimensions
Belloni, Alexandre; Chernozhukov, Victor - 2013
This work studies the large sample properties of the posteriorbased inference in the curved exponential family under increasing dimension. The curved structure arises from the imposition of various restrictions on the model, such as moment restrictions, and plays a fundamental role in...
Persistent link: https://www.econbiz.de/10010226471
Saved in:
Cover Image
Posterior inference in curved exponential families under increasing dimensions
Belloni, Alexandre; Chernozhukov, Victor - 2013
This work studies the large sample properties of the posterior-based inference in the curved exponential family under increasing dimension. The curved structure arises from the imposition of various restrictions on the model, such as moment restrictions, and plays a fundamental role in...
Persistent link: https://www.econbiz.de/10010227492
Saved in:
Cover Image
Selfinformative Limits of Bayes Estimates and Generalized Maximum Likelihood
Bunke, Olaf; Johannes, Jan - 2003
A definition of selfinformative Bayes carriers or limits is given as a description of an approach to noninformative Bayes estimation in non- and semiparametric models. It takes the posterior w.r.t. a prior as a new prior and repeats this procedure again and again. A main objective of the paper...
Persistent link: https://www.econbiz.de/10010296441
Saved in:
Cover Image
Selfinformative Limits of Bayes Estimates and Generalized Maximum Likelihood
Bunke, Olaf; Johannes, Jan - Sonderforschungsbereich 373, Quantifikation und … - 2003
A definition of selfinformative Bayes carriers or limits is given as a description of an approach to noninformative Bayes estimation in non- and semiparametric models. It takes the posterior w.r.t. a prior as a new prior and repeats this procedure again and again. A main objective of the paper...
Persistent link: https://www.econbiz.de/10010956523
Saved in:
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