On Bayesian Estimation via Divergences
Statistics Theory
2011-12-30 v1 Methodology
Statistics Theory
Abstract
In this Note we introduce a new methodology for Bayesian inference through the use of -divergences and the duality technique. The asymptotic laws of the estimates are established.
Cite
@article{arxiv.1112.5854,
title = {On Bayesian Estimation via Divergences},
author = {Mohamed Cherfi},
journal= {arXiv preprint arXiv:1112.5854},
year = {2011}
}