Before revision:  Combining Neyman-orthogonality and sample splitting ideas, I construct a root-N consistent, the uniformly asymptotically Gaussian estimator of the support function . I also prove the validity of the Bayesian bootstrap procedure to conduct inference about the identified set.
After revision:  Combining Neyman-orthogonality and sample splitting ideas, I construct a root-N consistent, the uniformly asymptotically Gaussian estimator of the support function and propose a weighted bootstrap procedure to conduct inference about the identified set.