Monte Carlo Confidence Sets for Identified Sets (Q4630029)

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scientific article; zbMATH DE number 7044757
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Monte Carlo Confidence Sets for Identified Sets
scientific article; zbMATH DE number 7044757

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    Monte Carlo Confidence Sets for Identified Sets (English)
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    29 March 2019
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    partial identification
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    likelihood
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    moment (in)equality restrictions
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    confidence sets
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    subvector
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    (profile) quasi-likelihood ratio
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    quasi-posterior
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    convex cone
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    sequential Monte Carlo
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