<図書>
Contemporary Bayesian econometrics and statistics
責任表示 | John Geweke |
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シリーズ | Wiley series in probability and mathematical statistics |
データ種別 | 図書 |
出版情報 | Hoboken, N.J. : John Wiley , c2005 |
本文言語 | 英語 |
大きさ | xi, 300 p. : ill. ; 24 cm |
概要 | Geweke (economics, statistics, U. of Iowa) gives a thorough understanding of Bayesian analysis grounded in the theory of inference and optimal decision-making. He covers the basics of the elements of ...ayesian inference, posterior simulation, linear models, modeling with latent variables, modeling for time series and Bayesian investigation, and includes such topics in inference as hierarchical priors and latent variables, improper prior distributions, prior robustness and the density ratio class, asymptotic analysis, and the likelihood principle. Geweke also details how models can be applied to specific problems, including linear models and policy choices, modeling with latent variables and missing data, prediction with time series models, and comparison and evaluation of models. Annotation ©2006 Book News, Inc., Portland, OR (booknews.com) 続きを見る |
所蔵情報
状態 | 巻次 | 所蔵場所 | 請求記号 | 刷年 | 文庫名称 | 資料番号 | コメント | 予約・取寄 | 複写申込 | 自動書庫 |
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理系図3F 数理独自 | GEWE/10/1 | 2005 |
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023212005004573 |
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書誌詳細
一般注記 | Includes bibliographical references (p. 283-291) and indexes |
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著者標目 | *Geweke, John |
件 名 | LCSH:Econometrics LCSH:Bayesian statistical decision theory LCSH:Decision making -- Mathematical models 全ての件名で検索 |
分 類 | LCC:HB139 DC22:330/.01/519542 |
書誌ID | 1001247864 |
ISBN | 0471679321 |
NCID | BA73597939 |
巻冊次 | ISBN:0471679321 ; XISBN:9780471679325 |
登録日 | 2009.09.18 |
更新日 | 2017.10.03 |