Posterior consistency of nonparametric conditional moment restricted models

DOI10.1214/11-AOS930zbMath1246.62087arXiv1105.4847MaRDI QIDQ449980

Wenxin Jiang, Yuan Liao

Publication date: 3 September 2012

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1105.4847

zbMATH Keywords

regularizationill-posed problemBayesian inferencesieve approximationpartial identificationshrinkage prioridentified regionlimited information likelihoodnonparametric instrumental variable

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Bayesian inference (62F15)

Related Items (5)

Robust and optimal estimation for partially linear instrumental variables models with partial identification ⋮ Quasi-Bayesian analysis of nonparametric instrumental variables models ⋮ Posterior consistency of nonparametric conditional moment restricted models ⋮ REGULARIZING PRIORS FOR LINEAR INVERSE PROBLEMS ⋮ On oracle property and asymptotic validity of Bayesian generalized method of moments

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