On Bayesian estimation via divergences

Mohamed Cherfi

doi:10.1016/j.crma.2014.06.013

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On Bayesian estimation via divergences
[Sur l'estimation bayésienne via les divergences]

Présenté par : the Editorial Board

Mohamed Cherfi ¹

¹ Laboratoire de mathématiques et applications, Département de mathématiques, Faculté des sciences, Université Hassiba-Benbouali de Chlef, 02000 Chlef, Algeria

Comptes Rendus. Mathématique, Volume 352 (2014) no. 9, pp. 749-754.

Résumé
Abstract

Dans cette Note, nous introduisons une nouvelle méthodologie d'inférence bayésienne en utilisant les ϕ-divergences et la technique de dualité. Nous obtenons les lois asymptotiques des estimateurs.

In this note, we introduce a new methodology for Bayesian inference through the use of ϕ-divergences and of the duality technique. The asymptotic laws of the estimates are established.

Reçu le : 2012-02-07
Accepté le : 2014-06-28
Publié le : 2014-08-04

DOI : 10.1016/j.crma.2014.06.013

Affiliations des auteurs :

Mohamed Cherfi ¹

¹ Laboratoire de mathématiques et applications, Département de mathématiques, Faculté des sciences, Université Hassiba-Benbouali de Chlef, 02000 Chlef, Algeria

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     author = {Mohamed Cherfi},
     title = {On {Bayesian} estimation via divergences},
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     pages = {749--754},
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     year = {2014},
     doi = {10.1016/j.crma.2014.06.013},
     language = {en},
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Mohamed Cherfi. On Bayesian estimation via divergences. Comptes Rendus. Mathématique, Volume 352 (2014) no. 9, pp. 749-754. doi : 10.1016/j.crma.2014.06.013. https://comptes-rendus.academie-sciences.fr/mathematique/articles/10.1016/j.crma.2014.06.013/

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