Bayesian analysis in moment inequality models

DOI10.1214/09-AOS714zbMath1181.62025arXiv1001.1810OpenAlexW2949671119MaRDI QIDQ847638

Wenxin Jiang, Yuan Liao

Publication date: 19 February 2010

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

Full work available at URL: https://arxiv.org/abs/1001.1810

zbMATH Keywords

maximum posterioridentified regionlimited information likelihoodconsistent set estimationmodel and moment selection

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Inequalities; stochastic orderings (60E15) Censored data models (62N01) Bayesian inference (62F15) Exact distribution theory in statistics (62E15) Parametric inference (62F99)

Related Items (11)

Bayesian moment-based inference in a regression model with misclassification error ⋮ Regularization of Bayesian quasi-likelihoods constructed from complex estimating functions ⋮ Classical \(p\)-values and the Bayesian posterior probability that the hypothesis is approximately true ⋮ On the behaviour of Bayesian credible intervals in partially identified models ⋮ Posterior consistency of nonparametric conditional moment restricted models ⋮ Bayesian inference in partially identified models: is the shape of the posterior distribution useful? ⋮ Bayesian inference for partially identified smooth convex models ⋮ Identification of causal effects in the presence of nonignorable missing outcome values ⋮ The Bayesian and frequentist approaches to testing a one-sided hypothesis about a multivariate mean ⋮ On oracle property and asymptotic validity of Bayesian generalized method of moments ⋮ Using Secondary Outcomes to Sharpen Inference in Randomized Experiments With Noncompliance

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