On oracle property and asymptotic validity of Bayesian generalized method of moments

DOI10.1016/j.jmva.2015.12.009zbMath1331.62153arXiv1405.6693OpenAlexW2203963652MaRDI QIDQ5964279

Wenxin Jiang, Cheng Li

Publication date: 29 February 2016

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1405.6693

zbMATH Keywords

model selectionBayesianMCMCGEE (generalized estimating equations)GMM (generalized method of moments)moment conditionoracle propertyposterior validity

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15)

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Uses Software

• pacbpred
• BayesDA

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