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The normal law under linear restrictions: simulation and estimation via minimax tilting

Citations

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Cited by:

  1. Dohyun Ahn & Huiyi Chen & Lewen Zheng, 2026. "Wasserstein Distributionally Robust Rare-Event Simulation," Papers 2601.01642, arXiv.org.
  2. Yunyun Wang & Tatsushi Oka & Dan Zhu, 2024. "Inflation Target at Risk: A Time-varying Parameter Distributional Regression," Papers 2403.12456, arXiv.org, revised Jan 2026.
  3. Laura Liu & Hyungsik Roger Moon & Frank Schorfheide, 2023. "Forecasting with a panel Tobit model," Quantitative Economics, Econometric Society, vol. 14(1), pages 117-159, January.
  4. Timothy J. Halliday & Bhashkar Mazumder & Ashley Wong, 2020. "The intergenerational transmission of health in the United States: A latent variables analysis," Health Economics, John Wiley & Sons, Ltd., vol. 29(3), pages 367-381, March.
  5. Shichao Ma, 2026. "Bayesian Rational Search Engine User," Papers 2605.24233, arXiv.org.
  6. Andrea Carriero & Todd E. Clark & Massimiliano Marcellino & Elmar Mertens, 2025. "Forecasting with shadow rate VARs," Quantitative Economics, Econometric Society, vol. 16(3), pages 795-822, July.
  7. Bäurle Gregor & Kaufmann Daniel & Kaufmann Sylvia & Strachan Rodney, 2020. "Constrained interest rates and changing dynamics at the zero lower bound," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 24(2), pages 1-26, April.
  8. Isaiah Andrews & Jonathan Roth & Ariel Pakes, 2023. "Inference for Linear Conditional Moment Inequalities," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 90(6), pages 2763-2791.
  9. Yoon Lee & Yonatan Mintz & Anil Aswani & Zuo-Jun Max Shen & Cong Yang, 2025. "Optimal Policy for Inventory Management with Periodic and Controlled Resets," Manufacturing & Service Operations Management, INFORMS, vol. 27(5), pages 1484-1496, September.
  10. Veiga, Sébastien Da & Marrel, Amandine, 2020. "Gaussian process regression with linear inequality constraints," Reliability Engineering and System Safety, Elsevier, vol. 195(C).
  11. Joshua Chan & Eric Eisenstat & Xuewen Yu, 2022. "Large Bayesian VARs with Factor Stochastic Volatility: Identification, Order Invariance and Structural Analysis," Papers 2207.03988, arXiv.org.
  12. Kari Krizak Halle & Øyvind Bakke & Srdjan Djurovic & Anja Bye & Einar Ryeng & Ulrik Wisløff & Ole A. Andreassen & Mette Langaas, 2020. "Computationally efficient familywise error rate control in genome‐wide association studies using score tests for generalized linear models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 47(4), pages 1090-1113, December.
  13. Shuotao Diao & Suvrajeet Sen, 2024. "Distribution-free algorithms for predictive stochastic programming in the presence of streaming data," Computational Optimization and Applications, Springer, vol. 87(2), pages 355-395, March.
  14. Herwartz, Helmut & Ochsner, Christian & Rohloff, Hannes, 2026. "How do credit supply conditions transmit across the globe?," Journal of International Money and Finance, Elsevier, vol. 161(C).
  15. repec:rim:rimwps:20-09 is not listed on IDEAS
  16. Martin, Gael M. & Frazier, David T. & Maneesoonthorn, Worapree & Loaiza-Maya, Rubén & Huber, Florian & Koop, Gary & Maheu, John & Nibbering, Didier & Panagiotelis, Anastasios, 2024. "Bayesian forecasting in economics and finance: A modern review," International Journal of Forecasting, Elsevier, vol. 40(2), pages 811-839.
  17. Lars Nørvang Andersen & Patrick J. Laub & Leonardo Rojas-Nandayapa, 2018. "Efficient Simulation for Dependent Rare Events with Applications to Extremes," Methodology and Computing in Applied Probability, Springer, vol. 20(1), pages 385-409, March.
  18. Gael M. Martin & David T. Frazier & Ruben Loaiza-Maya & Florian Huber & Gary Koop & John Maheu & Didier Nibbering & Anastasios Panagiotelis, 2023. "Bayesian Forecasting in the 21st Century: A Modern Review," Monash Econometrics and Business Statistics Working Papers 1/23, Monash University, Department of Econometrics and Business Statistics.
  19. Dimitris Korobilis, 2025. "Exploring Monetary Policy Shocks with Large-Scale Bayesian VARs," Papers 2505.06649, arXiv.org.
  20. Fasano, Augusto & Rebaudo, Giovanni & Durante, Daniele & Petrone, Sonia, 2021. "A closed-form filter for binary time series," MPRA Paper 122349, University Library of Munich, Germany.
  21. Pooyan Amir‐Ahmadi & Thorsten Drautzburg, 2021. "Identification and inference with ranking restrictions," Quantitative Economics, Econometric Society, vol. 12(1), pages 1-39, January.
  22. Jan Pruser, 2024. "A large non-Gaussian structural VAR with application to Monetary Policy," Papers 2412.17598, arXiv.org.
  23. Carriero, Andrea & Clark, Todd E. & Marcellino, Massimiliano & Mertens, Elmar, 2023. "Shadow-rate VARs," Discussion Papers 14/2023, Deutsche Bundesbank.
  24. Papaioannou, Iason & Straub, Daniel, 2025. "FORM-based global reliability sensitivity analysis of systems with multiple failure modes," Reliability Engineering and System Safety, Elsevier, vol. 260(C).
  25. Onizuka, Takahiro & Iwashige, Fumiya & Hashimoto, Shintaro, 2024. "Bayesian boundary trend filtering," Computational Statistics & Data Analysis, Elsevier, vol. 191(C).
  26. Korobilis, Dimitris, 2022. "A new algorithm for structural restrictions in Bayesian vector autoregressions," European Economic Review, Elsevier, vol. 148(C).
  27. Lukas Berend & Jan Pruser, 2025. "Sharpening Identification in Large Structural VARs Using Narrative Restrictions," Papers 2505.19244, arXiv.org, revised May 2026.
  28. Michael Lebacher & Paul W. Thurner & Göran Kauermann, 2021. "Censored regression for modelling small arms trade volumes and its ‘Forensic’ use for exploring unreported trades," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 70(4), pages 909-933, August.
  29. Bańbura, Marta & Bobeica, Elena & Martínez Hernández, Catalina, 2023. "What drives core inflation? The role of supply shocks," Working Paper Series 2875, European Central Bank.
  30. Chan, Joshua C.C. & Pettenuzzo, Davide & Poon, Aubrey & Zhu, Dan, 2025. "Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints," Journal of Economic Dynamics and Control, Elsevier, vol. 173(C).
  31. Samuele Centorrino & Aman Ullah & Jing Xue, 2019. "Semiparametric Estimation of Correlated Random Coefficient Models without Instrumental Variables," Papers 1911.06857, arXiv.org.
  32. Lhuissier, Stéphane, 2022. "Financial conditions and macroeconomic downside risks in the euro area," European Economic Review, Elsevier, vol. 143(C).
  33. François Bachoc & Céline Helbert & Victor Picheny, 2020. "Gaussian process optimization with failures: classification and convergence proof," Journal of Global Optimization, Springer, vol. 78(3), pages 483-506, November.
  34. Tapati Basak & Kazuhisa Nagashima & Satoshi Kajimoto & Takahisa Kawaguchi & Yasuharu Tabara & Fumihiko Matsuda & Ryo Yamada, 2020. "A Geometry-Based Multiple Testing Correction for Contingency Tables by Truncated Normal Distribution," Statistics in Biosciences, Springer;International Chinese Statistical Association, vol. 12(1), pages 63-77, April.
  35. Hou, Chenghan, 2024. "Large Bayesian SVARs with linear restrictions," Journal of Econometrics, Elsevier, vol. 244(1).
  36. Butyn, Emerson & Karas, Elizabeth W. & de Oliveira, Welington, 2022. "A derivative-free trust-region algorithm with copula-based models for probability maximization problems," European Journal of Operational Research, Elsevier, vol. 298(1), pages 59-75.
  37. Emanuele Ciapessoni & Diego Cirio & Andrea Pitto, 2024. "An Efficient Methodology to Identify Relevant Multiple Contingencies and Their Probability for Long-Term Resilience Studies," Energies, MDPI, vol. 17(9), pages 1-20, April.
  38. Zhongwei Zhang & Reinaldo B. Arellano‐Valle & Marc G. Genton & Raphaël Huser, 2023. "Tractable Bayes of skew‐elliptical link models for correlated binary data," Biometrics, The International Biometric Society, vol. 79(3), pages 1788-1800, September.
  39. Lhuissier, Stéphane & Ortmans, Aymeric & Tripier, Fabien, 2022. "The Risk of Inflation Dispersion in the Euro Area," CEPREMAP Working Papers (Docweb) 2212, CEPREMAP.
  40. Lukas Berend & Jan Pruser, 2024. "The Transmission of Monetary Policy via Common Cycles in the Euro Area," Papers 2410.05741, arXiv.org, revised Nov 2024.
  41. Joshua C. C. Chan & Michael Pfarrhofer, 2025. "Large Bayesian VARs for Binary and Censored Variables," Papers 2506.01422, arXiv.org.
  42. Haehl, Christian & Spinler, Stefan, 2020. "Technology Choice under Emission Regulation Uncertainty in International Container Shipping," European Journal of Operational Research, Elsevier, vol. 284(1), pages 383-396.
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