region of the parameters of the best linear approximation is characterised via its support function, and limit theory is … developed for the latter. We prove that the support function approximately converges to a Gaussian process, and validity of the …

Bayesian interpretation. We study the posterior of the support function, which is essential when the object of interest is the … identified set. The support function also enables us to construct two-sided Bayesian credible sets (BCS) for the identified set … concentration theory for the support function, and prove the semi-parametric Bernstein von Mises theorem. Finally, the proposed …

between a closed convex set and its support function. By deriving the support function for the set of feasible interim values …. We next refine the support function to include incentive constraints using a geometric characterization of incentive … dominant strategy incentive constraints result in the same support function, which establishes equivalence between these …