wp12-17.pdf (630.37 kB)

Asymptotic properties of approximate Bayesian computation

journal contribution

posted on 2022-11-09, 02:43 authored by David T. Frazier, Gael M. Martin, Christian P. Robert, Judith Rousseau

Approximate Bayesian computation is becoming an accepted tool for statistical analysis in models with

History

Classification-JEL

--

Creation date

2017-09-01

Working Paper Series Number

12/17

Length

32

File-Format

application/pdf

Handle

RePEc:msh:ebswps:2017-12

Usage metrics

Categories

Keywords

asymptotic properties Bayesian consistency Bernstein-von Mises theorem likelihood-free methods.

Licence

Exports

RefWorks

BibTeX

Ref. manager

Endnote

DataCite

NLM

DC