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Jean-Michel Marin, Christian P. Robert: Bayesian Core. A Practical Approach to Computational Bayesian Statistics

✍ Scribed by Wolfgang Polasek


Book ID
106045278
Publisher
Springer-Verlag
Year
2007
Tongue
English
Weight
74 KB
Volume
49
Category
Article
ISSN
0932-5026

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πŸ“œ SIMILAR VOLUMES


Approximate Bayesian computational metho
✍ Jean-Michel Marin, Pierre Pudlo, Christian P. Robert, Robin J. Ryder πŸ“‚ Article πŸ“… 2011 πŸ› Springer US 🌐 English βš– 931 KB
Are risk-averse agents more optimistic?
✍ Selima Ben Mansour; ElyΓ¨s Jouini; Jean-Michel Marin; Clotilde Napp; Christian Ro πŸ“‚ Article πŸ“… 2008 πŸ› John Wiley and Sons 🌐 English βš– 344 KB

## Abstract Our aim is to analyze the link between optimism and risk aversion in a subjective expected utility setting and to estimate the average level of optimism when weighted by risk tolerance. Its estimation leads to a non‐trivial statistical problem. We start from a large lottery survey (1536