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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

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Keywords

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

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