Limited information likelihood and Bayesian analysis

DOI10.1016/S0304-4076(01)00119-1zbMath1030.62016MaRDI QIDQ1858933

Jae-Young Kim

Publication date: 17 February 2003

Published in: Journal of Econometrics (Search for Journal in Brave)

zbMATH Keywords

entropy; \(I\)-projection; limited information likelihood; correspondence between classical and Bayesian distribution theories; limited information posterior

Mathematics Subject Classification ID

62F12: Asymptotic properties of parametric estimators

62F15: Bayesian inference

62B10: Statistical aspects of information-theoretic topics

Related Items

Bayesian analysis in moment inequality models, An MCMC approach to classical estimation.

Uses Software

• nlmdl

Cites Work

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