Posterior inference in curved exponential families under increasing dimensions

DOI10.1111/ECTJ.12027OpenAlexW3123566567MaRDI QIDQ5093232FDOQ5093232

Authors: A. Belloni, Victor Chernozhukov 

Publication date: 26 July 2022

Published in: Econometrics Journal (Search for Journal in Brave)

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

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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)

Cited In (5)

• Constrained estimation using penalization and MCMC
• Optimal scaling of random walk Metropolis algorithms using Bayesian large-sample asymptotics
• Title not available (Why is that?)
• Posterior Inference in Curved Exponential Families under Increasing Dimensions
• On accuracy of Gaussian approximation in Bayesian semiparametric problems

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