On Bayesian Estimation via Divergences
arXiv:1112.5854
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.
arXiv:1112.5854
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.