Bayesian generalized method of moments

DOI10.1214/09-BA407zbMath1330.62304MaRDI QIDQ5962436

Guosheng Yin

Publication date: 12 February 2016

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1340370272

zbMATH Keywords

posterior distributionBayesian inferenceGibbs samplingcorrelated dataestimation efficiencygeneralized estimating equationgeneralized linear model

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12)

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