Flexible Bayesian regression modelling / edited by Yanan Fan, David Nott, Michael S. Smith, Jean-Luc Dortet-Bernadet.

Format Electronic
Publication InfoLondon, United Kingdom ; San Diego, CA, United States : Academic Press, [2020]
Descriptionxiv, 288 pages ; 23 cm
Supplemental ContentFull text available from eBook - Finance 2020 [EBCF20]
Subjects

Other author/creatorFan, Y. (Yanan)
Other author/creatorNott, David.
Other author/creatorSmith, Michael S.
Other author/creatorDortet-Bernadet, Jean-Luc.
Abstract Flexible Bayesian Regression Modeling is a step-by-step guide to the Bayesian revolution in regression modeling, for use in advanced econometric and statistical analysis where datasets are characterized by complexity, multiplicity, and large sample sizes, necessitating the need for considerable flexibility in modeling techniques. It reviews three forms of flexibility: methods which provide flexibility in their error distribution; methods which model non-central parts of the distribution (such as quantile regression); and finally models that allow the mean function to be flexible (such as spline models). Each chapter discusses the key aspects of fitting a regression model. R programs accompany the methods. This book is particularly relevant to non-specialist practitioners with intermediate mathematical training seeking to apply Bayesian approaches in economics, biology, finance, engineering and medicine.-- Provided by publisher.
Bibliography noteIncludes bibliographical references and index.
Access restrictionAvailable only to authorized users.
Technical detailsMode of access: World Wide Web
Issued in other formebook version : 9780128158630
Genre/formElectronic books.
LCCN 2019943770
ISBN9780128158623 (pbk.)
ISBN012815862X (pbk.)

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