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math.ST2016
On Limiting Distribution of Quasi-Posteriors under Partial Identification
Wenxin Jiang
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 examp…
math.ST2014
Some Simple Formulas for Posterior Convergence Rates
Wenxin Jiang
We derive some simple relations that demonstrate how the posterior convergence rate is related to two driving factors: a "penalized divergence" of the prior, which measures the abi…