Walker, Stephen G., Gutierrez-Pena, Eduardo (2007) Bayesian parametric inference in a nonparametric framework. Test, 16 (1). pp. 188-197. ISSN 1133-0686. (doi:10.1007/s11749-006-0008-8) (The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided) (KAR id:1429)
| The full text of this publication is not currently available from this repository. You may be able to access a copy if URLs are provided. | |
| Official URL: http://dx.doi.org/10.1007/s11749-006-0008-8 |
Abstract
This paper considers the problem of reporting a "posterior distribution" using a parametric family of distributions while working in a nonparametric framework. This "posterior" is obtained as the solution to a decision problem and can be found via a well-known optimization algorithm
| Item Type: | Article |
|---|---|
| DOI/Identification number: | 10.1007/s11749-006-0008-8 |
| Uncontrolled keywords: | decision theory; expected utility; nonparametric prior; parametric predictive density DENSITY-ESTIMATION; MIXTURES; INFORMATION; ALGORITHMS; MODELS |
| Subjects: | Q Science > QA Mathematics (inc Computing science) |
| Divisions: | Divisions > Division of Computing, Engineering and Mathematical Sciences > School of Mathematics, Statistics and Actuarial Science |
| Depositing User: | Stephen Holland |
| Date Deposited: | 19 Dec 2007 18:56 UTC |
| Last Modified: | 05 Nov 2024 09:31 UTC |
| Resource URI: | https://kar.kent.ac.uk/id/eprint/1429 (The current URI for this page, for reference purposes) |
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