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Variational Bayesian Methods and Frequentist Consistency

Author

Listed:
  • Cliff Severin
  • Katie Sierminski

Abstract

Variational Bayesian Methods and Frequentist Consistency

Suggested Citation

  • Cliff Severin & Katie Sierminski, 2019. "Variational Bayesian Methods and Frequentist Consistency," Journal of Economics and Econometrics, Economics and Econometrics Society, vol. 62(2), pages 1-18.
  • Handle: RePEc:eei:journl:v:62:y:2019:i:2:p:1-18
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    More about this item

    Keywords

    Asymptotic normality; Bayesian inference; Consistency;
    All these keywords.

    JEL classification:

    • C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
    • C18 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Methodolical Issues: General

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