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A general framework for updating belief distributions

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  • P. G. Bissiri
  • C. C. Holmes
  • S. G. Walker

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  • P. G. Bissiri & C. C. Holmes & S. G. Walker, 2016. "A general framework for updating belief distributions," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(5), pages 1103-1130, November.
    • Handle: RePEc:bla:jorssb:v:78:y:2016:i:5:p:1103-1130
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    References listed on IDEAS

    as
    1. Arnaud Doucet & Neil Shephard, 2012. "Robust inference on parameters via particle filters and sandwich covariance matrices," Economics Papers 2012-W05, Economics Group, Nuffield College, University of Oxford.
    2. repec:dau:papers:123456789/5724 is not listed on IDEAS
    3. Richard Royall & Tsung‐Shan Tsou, 2003. "Interpreting statistical evidence by using imperfect models: robust adjusted likelihood functions," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 65(2), pages 391-404, May.
    4. Stephen Walker & Nils Lid Hjort, 2001. "On Bayesian consistency," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 63(4), pages 811-821.
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