Bayesian inference for partially identified smooth convex models

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Cites work

scientific article; zbMATH DE number 469128 (Why is no real title available?)
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A Bernstein-von Mises theorem for smooth functionals in semiparametric models
A general projection framework for constrained smoothing.
Asymptotic Normality of Semiparametric and Nonparametric Posterior Distributions
Asymptotic Properties for a Class of Partially Identified Models
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Bayesian analysis in moment inequality models
Bayesian and frequentist confidence intervals via adjusted likelihoods under prior specification on the interest parameter
Bayesian and frequentist inference in partially identified models
Bayesian inference in a class of partially identified models
Bayesian regression with nonparametric heteroskedasticity
Bernstein-von Mises theorem for linear functionals of the density
Bernstein-von Mises theorems for Gaussian regression with increasing number of regressors
Bootstrap Inference in Partially Identified Models Defined by Moment Inequalities: Coverage of the Identified Set
Confidence Intervals for Partially Identified Parameters
Confidence intervals for projections of partially identified parameters
Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities
Consistent semiparametric Bayesian inference about a location parameter.
Convex Analysis
Coverage probability bias, objective Bayes and the likelihood principle
EL inference for partially identified models: large deviations optimality and bootstrap validity
Estimation and Confidence Regions for Parameter Sets in Econometric Models
Incomplete Simultaneous Discrete Response Model with Multiple Equilibria
Inference for parameters defined by moment inequalities using generalized moment selection
Inference for subvectors and other functions of partially identified parameters in moment inequality models
Inference for the identified set in partially identified econometric models
Inference on Regressions with Interval Data on a Regressor or Outcome
Inference on sets in finance
Monte Carlo confidence sets for identified sets
More on confidence intervals for partially identified parameters
On rates of convergence for posterior distributions in infinite-dimensional models
On the Bernstein-von Mises phenomenon in the Gaussian white noise model
On the behaviour of Bayesian credible intervals in partially identified models
Optimal rates of convergence for convex set estimation from support functions
Posterior consistency of Dirichlet mixtures in density estimation
Quasi-Bayesian analysis of nonparametric instrumental variables models
Semiparametric inference in dynamic binary choice models
Set identified linear models
Sharp identification regions in models with convex moment predictions
The semiparametric Bernstein-von Mises theorem
VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES

Cited in

(9)

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Robust Bayesian inference for set-identified models
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Posterior-based Wald-type statistics for hypothesis testing
Bayesian and frequentist inference in partially identified models
Classical \(p\)-values and the Bayesian posterior probability that the hypothesis is approximately true
Bayesian inference in partially identified models: is the shape of the posterior distribution useful?

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