On Limiting Distribution of Quasi-Posteriors under Partial Identification

2016/10/06 by Wenxin Jiang, Jiang, Wenxin
Biochemistry, Genetics and Molecular Biology · Computer Science · Mathematics · #Bayesian Methods and Mixture Models #Diffusion and Search Dynamics #FOS: Mathematics #Mathematical functions and polynomials #Statistics Theory (math.ST)

paper · pdf · doi:10.48550/arxiv.1610.01747

openalex publication_date 2016/10/06 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

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.

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