Bayesian estimation and maximum likelihood methods represent two central paradigms in modern statistical inference. Bayesian estimation incorporates prior beliefs through Bayes’ theorem, updating ...
Sankhyā: The Indian Journal of Statistics, Series B (1960-2002), Vol. 64, No. 3 (Dec., 2002), pp. 239-266 (28 pages) A comparison between Bayes and classical estimators was executed by Samaniego and ...
A study is made of the simple empirical Bayes estimators proposed by Robbins (1956). These estimators are compared with `best' conventional estimators in terms of ...
The covariance matrix of asset returns is the key input for many problems in finance and economics. This paper introduces a Bayesian nonparametric method to estimate the ex post covariance matrix from ...
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