On Bayesian Estimation via Divergences

Details On Bayesian Estimation via Divergences On Bayesian Estimation via Divergences

2011-12-26

arxiv.org/abs/1112.5854v1

Mathematics

Statistics Theory

Scientific paper

In this Note we introduce a new methodology for Bayesian inference through
the use of $\phi$-divergences and the duality technique. The asymptotic laws of
the estimates are established.

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