Monte Carlo Confidence Sets for Identified Sets
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Publication:4630029
DOI10.3982/ECTA14525zbMath1416.62660arXiv1605.00499OpenAlexW2951328177WikidataQ128844760 ScholiaQ128844760MaRDI QIDQ4630029
Xiaohong Chen, Elie Tamer, Timothy M. Christensen
Publication date: 29 March 2019
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1605.00499
likelihoodconvex conesequential Monte Carloconfidence setspartial identificationquasi-posteriorsubvector(profile) quasi-likelihood ratiomoment (in)equality restrictions
Applications of statistics to economics (62P20) Nonparametric tolerance and confidence regions (62G15)
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