[Sur l'estimation bayésienne via les divergences]
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.
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@article{CRMATH_2014__352_9_749_0,
author = {Mohamed Cherfi},
title = {On {Bayesian} estimation via divergences},
journal = {Comptes Rendus. Math\'ematique},
pages = {749--754},
publisher = {Elsevier},
volume = {352},
number = {9},
year = {2014},
doi = {10.1016/j.crma.2014.06.013},
language = {en},
}
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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