Posterior distribution of nondifferentiable functions

DOI10.1016/j.jeconom.2019.10.009zbMath1456.62292OpenAlexW4230170317WikidataQ126313048 ScholiaQ126313048MaRDI QIDQ2190216

José Luis Montiel Olea, Jonathan Payne, Toru Kitagawa, Amilcar Velez

Publication date: 18 June 2020

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2019.10.009

zbMATH Keywords

bootstrapBernstein-von Mises theoremdirectional differentiabilityposterior inference

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Bayesian inference (62F15) Nonparametric statistical resampling methods (62G09)

Related Items (1)

Classical \(p\)-values and the Bayesian posterior probability that the hypothesis is approximately true

Uses Software

• ElemStatLearn

Cites Work

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