Posterior consistency of nonparametric conditional moment restricted models

Annals of Statistics

Volumn 39, Issue 6, 2011, Pages 3003-3031

  Liao, Yuan ^a   Jiang, Wenxin ^b  

^a Princeton University   (United States)

^b NORTHWESTERN UNIVERSITY   (United States)

Author keywords

Bayesian inference; Identified region; Ill posed problem; Limited information likelihood; Nonparametric instrumental variable; Partial identification; Regularization; Shrinkage prior; Sieve approximation

Indexed keywords

EID: 84856297870     PISSN: 00905364     EISSN: None     Source Type: Journal    
DOI: 10.1214/11-AOS930     Document Type: Article

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