Posterior inference in curved exponential families under increasing dimensions

DOI10.1111/ECTJ.12027MaRDI QIDQ5093232zbMATH OpenOpenAlexFDO

Authors A. Belloni, Victor Chernozhukov

Publication date 26 July 2022

Published in Econometrics Journal (Search for Journal in Brave)

Copyright license Creative Commons Attribution 3.0 Unported

Full work available at URL https://arxiv.org/abs/0904.3132

zbMATH Keywords

seemingly unrelated regressionincreasing dimensionscurved exponential familymultivariate linear modelsBernstein-von Mises theoremsmultinomial model with moment restrictionssingle-equation structural equations

Mathematics Subject Classification ID

Statistics (62-XX)

Recommendations

• Asymptotic normality of posterior distributions for exponential families when the number of parameters tends to infinity.
• scientific article; zbMATH DE number 19718
• Asymptotic normality of posterior distributions in high-dimensional linear models
• Posterior Cumulant Relationships in Bayesian Inference Involving the Exponential Family
• Bayesian analysis in moment inequality models

Cited in

(5)

• Optimal scaling of random walk Metropolis algorithms using Bayesian large-sample asymptotics
• scientific article; zbMATH DE number 4143227 (Why is no real title available?)
• Posterior Inference in Curved Exponential Families under Increasing Dimensions
• Constrained estimation using penalization and MCMC
• On accuracy of Gaussian approximation in Bayesian semiparametric problems

This page was built for publication: Posterior inference in curved exponential families under increasing dimensions

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5093232)