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Statistical Decision Theory and Bayesian Analysis
In this new edition the author has added substantial material on Bayesian analysis, including lengthy new sections on such important topics as empirical and hierarchical Bayes analysis, Bayesian calculation, Bayesian communication, and group decision making. With these changes, the book can be used as a self-contained introduction to Bayesian analysis. In addition, much of the decision-theoretic portion of the text was updated, including new sections covering such modern topics as minimax multivariate (Stein) estimation.
- GenresMathematicsScience
634 pages, Hardcover
First published March 1, 1993
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April 17, 2012recommended by Michael Jordan as a good mix of frequentist and Bayesian stats
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