Quasi-Bayesian analysis of nonparametric instrumental variables models (Q2438756)

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English	Quasi-Bayesian analysis of nonparametric instrumental variables models	scientific article

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scholarly article

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Quasi-Bayesian analysis of nonparametric instrumental variables models (English)

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The Annals of Statistics

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publication date

6 March 2014

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full work available at URL

https://arxiv.org/abs/1204.2108

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https://projecteuclid.org/euclid.aos/1383661267

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zbMATH Keywords

asymptotic normality

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inverse problems

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rates of contraction

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MaRDI profile type

MaRDI publication profile

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Posterior contraction rates for the Bayesian approach to linear ill-posed inverse problems

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Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions

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On the computational complexity of MCMC-based estimators in large samples

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Semi-Nonparametric IV Estimation of Shape-Invariant Engel Curves

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Bernstein-von Mises theorems for Gaussian regression with increasing number of regressors

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A Bernstein-von Mises theorem for discrete probability distributions

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Nonparametric statistical inverse problems

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Estimation of Nonparametric Conditional Moment Models With Possibly Nonsmooth Generalized Residuals

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ON RATE OPTIMALITY FOR ILL-POSED INVERSE PROBLEMS IN ECONOMETRICS

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An MCMC approach to classical estimation.

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Reference priors for exponential families with increasing dimension

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Wavelets on the interval and fast wavelet transforms

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An analysis of Bayesian inference for nonparametric regression

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Nonparametric Instrumental Regression

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ON THE COMPLETENESS CONDITION IN NONPARAMETRIC INSTRUMENTAL PROBLEMS

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Regularized Posteriors in Linear Ill-Posed Inverse Problems

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Nonparametric estimation of an instrumental regression: a quasi-Bayesian approach based on regularized posterior

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Nonparametric Instrumental Variable Estimation of Structural Quantile Effects

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Asymptotic normality of posterior distributions in high-dimensional linear models

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Asymptotic normality of posterior distributions for exponential families when the number of parameters tends to infinity.

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Convergence rates of posterior distributions.

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Convergence rates of posterior distributions for non iid observations

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Bayesian nonparametrics

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Rates of contraction for posterior distributions in \(L^{r}\)-metrics, \(1 \leq r \leq \infty\)

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Nonparametric methods for inference in the presence of instrumental variables

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Convergence rate for the Bayesian approach to linear inverse problems

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Convergence Rates for Linear Inverse Problems in the Presence of an Additive Normal Noise

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Applied Nonparametric Instrumental Variables Estimation

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Specification testing in nonparametric instrumental variable estimation

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Nonparametric Instrumental Variables Estimation of a Quantile Regression Model

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NONPARAMETRIC IDENTIFICATION USING INSTRUMENTAL VARIABLES: SUFFICIENT CONDITIONS FOR COMPLETENESS

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Gibbs posterior for variable selection in high-dimensional classification and data mining

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Quasi-Bayesian analysis of nonparametric instrumental variables models

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Limited information likelihood and Bayesian analysis

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Misspecification in infinite-dimensional Bayesian statistics

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Bayes procedures for adaptive inference in inverse problems for the white noise model

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Bayesian inverse problems with Gaussian priors

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Bayesian Recovery of the Initial Condition for the Heat Equation

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Linear integral equations.

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Posterior consistency of nonparametric conditional moment restricted models

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Instrumental Variable Estimation of Nonparametric Models

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Inference in Nonparametric Instrumental Variables With Partial Identification

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Bayesian exponentially tilted empirical likelihood

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Convergence rates for Bayesian density estimation of infinite-dimensional exponential families

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SOME IDENTIFICATION ISSUES IN NONPARAMETRIC LINEAR MODELS WITH ENDOGENOUS REGRESSORS

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Rates of convergence of posterior distributions.

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Inverse problems: A Bayesian perspective

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New concentration inequalities in product spaces

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Implementation of Estimating Function-Based Inference Procedures With Markov Chain Monte Carlo Samplers

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Asymptotic Statistics

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Weak convergence and empirical processes. With applications to statistics

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From \(\varepsilon\)-entropy to KL-entropy: analysis of minimum information complexity density estima\-tion

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Information-theoretic upper and lower bounds for statistical estimation

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Identifiers

zbMATH Open document ID

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10.1214/13-AOS1150

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:2438756

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