Bayesian analysis in moment inequality models
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Publication:847638
DOI10.1214/09-AOS714zbMath1181.62025arXiv1001.1810OpenAlexW2949671119MaRDI QIDQ847638
Publication date: 19 February 2010
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1001.1810
maximum posterioridentified regionlimited information likelihoodconsistent set estimationmodel and moment selection
Asymptotic distribution theory in statistics (62E20) Inequalities; stochastic orderings (60E15) Censored data models (62N01) Bayesian inference (62F15) Exact distribution theory in statistics (62E15) Parametric inference (62F99)
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