Rossi, Peter E.
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자료유형 | E-BOOK |
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서명/저자사항 | Bayesian non- and semi-parametric methods and applications [electronic resource]/ Peter E. Rossi. |
개인저자 | Rossi, Peter E.(Peter Eric), 1955- author, |
발행사항 | Princeton: Princeton University Press, 2014. |
형태사항 | 1 online resource (xiii, 202 pages): illustrations. |
총서사항 | The econometric and tinbergen institutes lectures |
기타형태 저록 | Print version: Rossi, Peter E. (Peter Eric), 1955- Bayesian non- and semi-parametric methods and applications 9780691145327 |
ISBN | 9781400850303 1400850304 |
서지주기 | Includes bibliographical references (pages 195-200) and index. |
요약 | This book reviews and develops Bayesian non-parametric and semi-parametric methods for applications in microeconometrics and quantitative marketing. Most econometric models used in microeconomics and marketing applications involve arbitrary distributional assumptions. As more data becomes available, a natural desire to provide methods that relax these assumptions arises. Peter Rossi advocates a Bayesian approach in which specific distributional assumptions are replaced with more flexible distributions based on mixtures of normals. The Bayesian approach can use either a large but fixed number. |
일반주제명 | Econometrics. Bayesian statistical decision theory. Economics, Mathematical. BUSINESS & ECONOMICS --Economics --General. BUSINESS & ECONOMICS --Reference. Bayesian statistical decision theory. Econometrics. Economics, Mathematical. |
언어 | 영어 |
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