This paper presents a study of the large-sample behavior of the posterior distribution of a structural parameter which is partially identified by moment inequalities. The posterior density is derived based on the limited information likelihood. The posterior distribution converges to zero...

Ecological inference is a statistical problem where aggregate-level data are used to make inferences about individual-level behavior. In this article, we conduct a theoretical and empirical study of Bayesian and likelihood inference for 2 × 2 ecological tables by applying the general...

We show how a collection of results in the literature on the empirical estimation of welfare indicators from sample data can be unified. We also demonstrate how some of these ideas can be extended to empirically important cases where the data have been trimmed or censored

α-stable distributions are utilized as models for heavy-tailed noise in many areas of statistics, finance and signal processing engineering. However, in general, neither univariate nor multivariate αα-stable models admit closed form densities which can be evaluated pointwise. This complicates...

Change-point models are useful for modeling time series subject to structural breaks. For interpretation and forecasting, it is essential to estimate correctly the number of change points in this class of models. In Bayesian inference, the number of change points is typically chosen by the...