Discussion of “Nonparametric Bayesian Inference in Applications”: Bayesian nonparametric methods in econometrics
نویسندگان
چکیده
منابع مشابه
Bayesian Nonparametric and Parametric Inference
This paper reviews Bayesian Nonparametric methods and discusses how parametric predictive densities can be constructed using nonparametric ideas.
متن کاملNonparametric Applications of Bayesian Inference
The paper evaluates the usefulness of a nonparametric approach to Bayesian inference by presenting two applications. The approach is due to Ferguson (1973, 1974) and Rubin (1981). Our first application considers an educational choice problem. We focus on obtaining a predictive distribution for earnings corresponding to various levels of schooling. This predictive distribution incorporates the p...
متن کاملNonparametric Bayesian Methods
. Most of this book emphasizes frequentist methods, especially for nonparametric problems. However, there are Bayesian approaches to many nonparametric problems. In this chapter we present some of the most commonly used nonparametric Bayesian methods. These methods place priors on infinite dimensional spaces. The priors are based on certain stochastic processes called Dirichlet processes and Ga...
متن کاملNonparametric Bayesian Regression Methods
A common problem in statistics, and other disciplines , is to approximate adequately a function of several variables. In this paper we review some possible nonparametric Bayesian models with which we can perform this multiple regression problem. We shall also demonstrate how these basic models can be extended to allow the analysis of time series , both conventional and nancial, survival analysi...
متن کاملBayesian Nonparametric Weighted Sampling Inference
It has historically been a challenge to perform Bayesian inference in a design-based survey context. The present paper develops a Bayesian model for sampling inference in the presence of inverse-probability weights. We use a hierarchical approach in which we model the distribution of the weights of the nonsampled units in the population and simultaneously include them as predictors in a nonpara...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Statistical Methods & Applications
سال: 2017
ISSN: 1618-2510,1613-981X
DOI: 10.1007/s10260-017-0384-0