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Search: subject:"Bayesian credible sets"
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Bayesian credible sets
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moment inequality models
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support function
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Bayes-Statistik
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Bernstein-von Mises theorem
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partial identication
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concentration rate
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coverage probability
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Liao, Yuan
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Simoni, Anna
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Bayesian inference for partially identified convex models: Is it valid for frequentist inference?
Liao, Yuan
;
Simoni, Anna
-
2016
. We construct
Bayesian
credible
sets
for the identified set and uniform credible bands for the support function, as well …
Persistent link: https://www.econbiz.de/10011687923
Saved in:
2
Bayesian inference for partially identified convex models : is it valid for frequentist inference?
Liao, Yuan
;
Simoni, Anna
-
2016
. We construct
Bayesian
credible
sets
for the identified set and uniform credible bands for the support function, as well …
Persistent link: https://www.econbiz.de/10011516677
Saved in:
3
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
Saved in:
4
Semi-parametric Bayesian Partially Identified Models based on Support Function
Liao, Yuan
;
Simoni, Anna
-
Volkswirtschaftliche Fakultät, …
-
2012
identified set. The support function also enables us to construct two-sided
Bayesian
credible
sets
(BCS) for the identified set …
Persistent link: https://www.econbiz.de/10011113790
Saved in:
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