Related papers: On Limiting Distribution of Quasi-Posteriors under…

This note introduces the concept of a partially specified prior distribution for certain post hoc inference problems, where a finite population is sampled once in order to make a decision on the presence or complete absence of some…

The estimation of causal effects using quasiexperiments often relies on the use of unusual or serendipitous sources of exogenous variation. When the goal is estimating the same causal effects across many different settings, the same unusual…

The quasi likelihood analysis is generalized to the partial quasi likelihood analysis. Limit theorems for the quasi likelihood estimators, especially the quasi Bayesian estimator, are derived in the situation where existence of a slow…

I study partial identification of distributional parameters in triangular systems. This model consists of a nonparametric outcome equation and a selection equation. This allows for general unobserved heterogeneity and selection on…

This paper aims at developing a quasi-Bayesian analysis of the nonparametric instrumental variables model, with a focus on the asymptotic properties of quasi-posterior distributions. In this paper, instead of assuming a distributional…

Structural estimation in economics often makes use of models formulated in terms of moment conditions. While these moment conditions are generally well-motivated, it is often unknown whether the moment restrictions hold exactly. We consider…

We study poset limits given by sequences of finite interval orders or, as a special case, finite semiorders. In the interval order case, we show that every such limit can be represented by a probability measure on the space of closed…

This paper develops a methodology for approximating the posterior first two moments of the posterior distribution in Bayesian inference. Partially specified probability models, which are defined only by specifying means and variances, are…

We propose a revised definition of quasi-distributions within the framework of large-momentum effective theory (LaMET) that improves convergence towards the large-momentum limit. Since the definition of quasi-distributions is not unique,…

Bivariate partial-sums discrete probability distributions are defined. The question of the existence of a limit distribution for iterated partial summations is solved for finite-support bivariate distributions which satisfy conditions under…

This paper studies quasi Bayesian estimation and uncertainty quantification for an unknown function that is identified by a nonparametric conditional moment restriction. We derive contraction rates for a class of Gaussian process priors.…

New positivity bounds are derived for generalized (off-forward) parton distributions using the impact parameter representation. These inequalities are stable under the evolution to higher normalization points. The full set of inequalities…

Quasi-stationary distributions, as discussed by Darroch & Seneta (1965), have been used in biology to describe the steady state behaviour of population models which, while eventually certain to become extinct, nevertheless maintain an…

We establish some limit theorems for quasi-arithmetic means of random variables. This class of means contains the arithmetic, geometric and harmonic means. Our feature is that the generators of quasi-arithmetic means are allowed to be…

This paper addresses the estimation of the nonparametric conditional moment restricted model that involves an infinite-dimensional parameter $g_0$. We estimate it in a quasi-Bayesian way, based on the limited information likelihood, and…

This chapter reviews the microeconometrics literature on partial identification, focusing on the developments of the last thirty years. The topics presented illustrate that the available data combined with credible maintained assumptions…

We investigate conditions for the existence of the limiting conditional distribution of a bivariate random vector when one component becomes large. We revisit the existing literature on the topic, and present some new sufficient conditions.…

The rigorous analytical calculation of the diffusion coefficient is performed for the chaotic motion of a particle in a set of longitudinal waves with random phases and large amplitudes (~ A). A first step proves the existence of a…

We examine a generalization of the binomial distribution associated with a strictly increasing sequence of numbers and we prove its Poisson-like limit. Such generalizations might be found in quantum optics with imperfect detection. We…

In this paper we define distributions on moment spaces corresponding to measures on the real line with an unbounded support. We identify these distributions as limiting distributions of random moment vectors defined on compact moment spaces…