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Semi parametric Bayesian Partially Identified Models based on Support Function

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Figure

Table 1: Frequentist coverage probability of the true identified interval
Figure 1: Posterior estimates of support function. Left panel is for p2 ∈ [0, 1], p1 =right panel is for p2 ∈ [−1, 0], p1 = −√1 − p22
Figure 2: 1,000 posterior draws of (µ, σset; dashed line represents the estimated boundary using the posterior mean; dotted line2)

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