On Limiting Distribution of Quasi-Posteriors under Partial Identification
Statistics Theory
2016-10-07 v1 Statistics Theory
Abstract
We establish the limiting distribution (in total variation) of the quasi posteriors based on moment conditions, which only partially identify the parameters of interest. Some examples are discussed.
Keywords
Cite
@article{arxiv.1610.01747,
title = {On Limiting Distribution of Quasi-Posteriors under Partial Identification},
author = {Wenxin Jiang},
journal= {arXiv preprint arXiv:1610.01747},
year = {2016}
}