Bayesian generalized method of moments

DOI10.1214/09-BA407MaRDI QIDQ5962436zbMATH OpenFDO

Authors 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

Bayesian inferencecorrelated dataestimation efficiencygeneralized estimating equationgeneralized linear modelGibbs samplingposterior distribution

Mathematics Subject Classification ID

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

Recommendations

• On oracle property and asymptotic validity of Bayesian generalized method of moments
• Limited information likelihood and Bayesian analysis
• Robust Bayesian analysis under generalized moments conditions
• scientific article; zbMATH DE number 1098811
• scientific article; zbMATH DE number 1396169

Cited in

(26)

• Robust Bayesian analysis under generalized moments conditions
• Bayesian randomized response technique with multiple sensitive attributes: the case of information systems resource misuse
• Extended dynamic generalized linear models: the two-parameter exponential family
• A Bayesian data combination approach for repeated durations under unobserved missing indicators: application to interpurchase-timing in marketing
• Limited information likelihood and Bayesian analysis
• Bayesian semiparametric modeling of response mechanism for nonignorable missing data
• Partitioned method of valid moment marginal model with Bayes interval estimates for correlated binary data with time-dependent covariates
• Regularization of Bayesian quasi-likelihoods constructed from complex estimating functions
• Estimation and inference in metabolomics with nonrandom missing data and latent factors
• Generalized method of trimmed moments
• Generalized method of moments for additive hazards model with clustered dental survival data
• Moment conditions and Bayesian non-parametrics
• Estimating von Bertalanffy parameters with individual and environmental variations in growth
• scientific article; zbMATH DE number 1098811 (Why is no real title available?)
• Bayesian empirical likelihood for quantile regression
• Mixed modeling with whole genome data
• A SURVIVAL ANALYSIS INCORPORATING AUXILIARY INFORMATION BY A BAYESIAN GENERALIZED METHOD OF MOMENTS: APPLICATION TO PURCHASE DURATION MODELING
• scientific article; zbMATH DE number 1396169 (Why is no real title available?)
• Asymptotic normality, concentration, and coverage of generalized posteriors
• Bayesian inference via projections
• On oracle property and asymptotic validity of Bayesian generalized method of moments
• Uncertainty Estimation for Pseudo‐Bayesian Inference Under Complex Sampling
• Bayesian Random-Effects Meta-Analysis Integrating Individual Participant Data and Aggregate Data
• Bayesian generalized method of moments applied to pseudo-observations in survival analysis
• Generalized Bayesian inference for causal effects using the covariate balancing procedure
• Estimating fiscal multipliers by combining statistical identification with potentially endogenous proxies

This page was built for publication: Bayesian generalized method of moments

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5962436)