Bayesian non- and semi-parametric methods and applications / Peter E. Rossi.
2014
HB139 .R64 2014eb
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Details
Title
Bayesian non- and semi-parametric methods and applications / Peter E. Rossi.
ISBN
9781400850303 (electronic book)
9780691145327
9780691145327
Published
Princeton, New Jersey ; Oxfordshire, England : Princeton University Press, 2014.
Copyright
©2014
Language
English
Description
1 online resource (219 pages) : illustrations.
Call Number
HB139 .R64 2014eb
Dewey Decimal Classification
330.01/519542
Summary
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.
Bibliography, etc. Note
Includes bibliographical references and index.
Access Note
Access limited to authorized users.
Source of Description
Description based on print version record.
Series
Econometric and Tinbergen Institutes lectures.
Available in Other Form
Bayesian non- and semi-parametric methods and applications.
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