Posterior consistency of nonparametric conditional moment restricted models
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Publication:449980
DOI10.1214/11-AOS930zbMath1246.62087arXiv1105.4847MaRDI QIDQ449980
Publication date: 3 September 2012
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1105.4847
regularization; ill-posed problem; Bayesian inference; sieve approximation; partial identification; shrinkage prior; identified region; limited information likelihood; nonparametric instrumental variable
62G08: Nonparametric regression and quantile regression
62G20: Asymptotic properties of nonparametric inference
62G05: Nonparametric estimation
62F15: Bayesian inference
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