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...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley-Blackwell,
2018-03-27T17:16:52Z.
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| Subjects: | |
| Online Access: | Get fulltext |