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Bayesian Non- and Semi-parametric Methods and Applications (The Econometric and Tinbergen Institutes Lectures)

Peter Rossi




[PDF.or53] Bayesian Non- and Semi-parametric Methods and Applications (The Econometric and Tinbergen Institutes Lectures)

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 | #1687558 in eBooks |  2014-04-27 |  2014-04-27 | File type: PDF

||0 of 0 people found the following review helpful.| Very practical yet rigorous treatment|By Panos Lambrianides|This is an excellent practical book for the method of Bayesian Non-parametrics and how to apply them. It has the opposite didactic approach to many textbooks in the area. Rather than starting from a measure theoretic point of view, it builds up to the non-parametric case by using examples from parametric problems and| |"As the creator of bayesm (R software for Bayesian inference) and lead author of Bayesian Statistics and Marketing, Rossi has deep knowledge of the book's titular methods."--Choice|From the Back Cover|

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 replace...

You can specify the type of files you want, for your gadget.Bayesian Non- and Semi-parametric Methods and Applications (The Econometric and Tinbergen Institutes Lectures)   |  Peter Rossi. Which are the reasons I like to read books. Great story by a great author.

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