24 citations · 24 across the 2 of their papers we have counts for
Showing math.STShow all
2 papers · 1 filter
math.ST2021
Bayesian Estimation and Comparison of Conditional Moment Models
Siddhartha Chib, Minchul Shin, Anna Simoni
We consider the Bayesian analysis of models in which the unknown distribution of the outcomes is specified up to a set of conditional moment restrictions. The nonparametric exponen…
math.ST2016★ 24 cited
Bayes factor consistency
Siddhartha Chib, Todd A. Kuffner
Good large sample performance is typically a minimum requirement of any model selection criterion. This article focuses on the consistency property of the Bayes factor, a commonly…