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Posterior Distribution of Nondifferentiable Functions

Toru Kitagawa, José Luis Montiel Olea, Jonathan Payne and Amilcar Velez Salamanca ()
Additional contact information
Toru Kitagawa: University College London
José Luis Montiel Olea: Columbia University
Jonathan Payne: New York University

No 147, Working Papers from Peruvian Economic Association

Keywords: Bootstrap; Bernstein–von Mises Theorem; Directional Differentiability; Posterior Inference (search for similar items in EconPapers)
Date: 2019-05
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Related works:
Journal Article: Posterior distribution of nondifferentiable functions (2020) Downloads
Working Paper: Posterior distribution of nondifferentiable functions (2019) Downloads
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