Statistical Decision Problems and Bayesian Nonparametric Methods
This paper considers parametric statistical decision problems conducted within a Bayesian nonparametric context. Our work was motivated by the realisation that typical parametric model selection procedures are essentially incoherent. We argue that one solution to this problem is to use a flexible en...
| Veröffentlicht in: | International Statistical Review / Revue Internationale de Statistique. - Blackwell Publishing Ltd. - 73(2005), 3, Seite 309-330 |
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| Format: | Online-Aufsatz |
| Sprache: | English |
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2005
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| Zugriff auf das übergeordnete Werk: | International Statistical Review / Revue Internationale de Statistique |
| Schlagworte: | Coherence Consistency Decision theory Divergence Expected utility Nonparametric prior Parametric predictive density Mathematics Behavioral sciences Economics |
| Online verfügbar |
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