On oracle property and asymptotic validity of Bayesian generalized method of moments (Q5964279): Difference between revisions

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Latest revision as of 11:45, 11 July 2024

scientific article; zbMATH DE number 6546982
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English
On oracle property and asymptotic validity of Bayesian generalized method of moments
scientific article; zbMATH DE number 6546982

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    On oracle property and asymptotic validity of Bayesian generalized method of moments (English)
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    29 February 2016
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    Bayesian
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    GEE (generalized estimating equations)
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    GMM (generalized method of moments)
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    MCMC
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    model selection
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    moment condition
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    oracle property
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    posterior validity
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