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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…
stat.ME2016
Bayesian Estimation and Comparison of Moment Condition Models
Siddhartha Chib, Minchul Shin, Anna Simoni
In this paper we consider the problem of inference in statistical models characterized by moment restrictions by casting the problem within the Exponentially Tilted Empirical Likel…