Disapprobation Between Bayesian Inferences: Definition and Examples.

The notion of disapprobation is defined. It is designed to capture some features of misspecification in a decision-theoretic framework. Moreover, it is a sample-based notion so it is well-suited for the study of misspecification in Bayesian contexts. Some elementary examples of disapprobation are given. Bernoulli experiments are theoretically studied and the concept is implemented on real data for Gaussian linear regressions.

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Year of publication:	1996
Authors:	Jouneau, F.
Institutions:	Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
Subject:	MATHEMATICS \| ECONOMETRICS

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Series:	Papers.
Type of publication:	Book / Working Paper
Notes:	30 pages
Classification:	C10 - Econometric and Statistical Methods: General. General ; C11 - Bayesian Analysis ; C19 - Econometric and Statistical Methods: General. Other
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005669262