Bayesian inference for partially identified smooth convex models
This paper proposes novel Bayesian procedures for partially identified models when the identified set is convex with a smooth boundary, whose support function is locally smooth with respect to the data distribution. Using the posterior of the identified set, we construct Bayesian credible sets for t...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Elsevier Ltd
2019
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Subjects: | |
Online Access: | View Fulltext in Publisher |