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\(I\)-projectionlimited information likelihoodcorrespondence between classical and Bayesian distribution theorieslimited information posterior

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Statistical aspects of information-theoretic topics (62B10)

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Uses Software

• nlmdl

Cites Work

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