Gaussian Processes and Bayesian Moment Estimation
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Cites work
- A review on empirical likelihood methods for regression
- An Information-Theoretic Alternative to Generalized Method of Moments Estimation
- An MCMC approach to classical estimation.
- Asymptotic Bayesian analysis based on a limited information estimator
- Asymptotic equivalence of empirical likelihood and Bayesian MAP
- Bayesian and classical approaches to instrumental variable regression
- Bayesian empirical likelihood
- Bayesian Estimation and Comparison of Moment Condition Models
- Bayesian exponentially tilted empirical likelihood
- Bayesian Pseudo-Empirical-Likelihood Intervals for Complex Surveys
- Divergences and duality for estimation and test under moment condition models
- Empirical likelihood
- Empirical likelihood and general estimating equations
- Empirical likelihood methods with weakly dependent processes
- Empirical likelihood ratio confidence intervals for a single functional
- Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
- Hamiltonian Monte Carlo sampling in Bayesian empirical likelihood computation
- Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
- Large Sample Properties of Generalized Method of Moments Estimators
- Limited information likelihood and Bayesian analysis
- Moment conditions and Bayesian non-parametrics
- One-Step Estimators for Over-Identified Generalized Method of Moments Models
- Point estimation with exponentially tilted empirical likelihood
- Posterior consistency of nonparametric conditional moment restricted models
- Regularized posteriors in linear ill-posed inverse problems
- Regularizing priors for linear inverse problems
- The semiparametric Bernstein-von Mises theorem
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