This book consists of three parts: Part One is composed of two introductory chapters. The first chapter provides an instrumental varible interpretation of the s
Robust Bayesian analysis aims at overcoming the traditional objection to Bayesian analysis of its dependence on subjective inputs, mainly the prior and the loss
Senior probabilists from around the world with widely differing specialities gave their visions of the state of their specialty, why they think it is important,
This monograph proposes several approaches to convergence monitoring for MCMC algorithms which are centered on the theme of discrete Markov chains. After a shor
This book has many applications to stochastic comparison problems in economics and other fields. It covers theory of lift zonoids and demonstrates its usefulnes