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On Bayesian Data Analysis

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Date
2010
Link to item file
http://hal.archives-ouvertes.fr/hal-00450404/fr/
Dewey
Probabilités et mathématiques appliquées
Sujet
Bayesian model choice; foundations; testing; non-informative prior; Bayesian nonparametrics; Bayes factor; Bayesian inference
JEL code
C11
Book title
Rethinking Risk Measurement and Reporting
Author
Böcker, Klaus
Publisher
Risk Books
Publisher city
London
Year
2010
Pages number
527
ISBN
978-1-906348-40-3
URI
https://basepub.dauphine.fr/handle/123456789/3819
Collections
  • CEREMADE : Publications
Metadata
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Author
Rousseau, Judith
Robert, Christian P.
Type
Chapitre d'ouvrage
Abstract (EN)
This introduction to Bayesian statistics presents the main concepts as well as the principal reasons advocated in favour of a Bayesian modelling. We cover the various approaches to prior determination as well as the basis asymptotic arguments in favour of using Bayes estimators. The testing aspects of Bayesian inference are also examined in details.

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