Posterior inference in curved exponential families under increasing dimensions
In this paper, we study the large-sample properties of the posterior-based inference in the curved exponential family under increasing dimensions. The curved structure arises from the imposition of various restrictions on the model, such as moment restrictions, and plays a fundamental role in econom...
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| Format: | Article |
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Wiley-Blackwell
2018
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| Online Access: | http://hdl.handle.net/1721.1/114403 https://orcid.org/0000-0002-3250-6714 |