Updating toward the signal
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Publication:447541
DOI10.1007/s00199-010-0588-0zbMath1255.91057MaRDI QIDQ447541
Christopher P. Chambers, Paul J. Healy
Publication date: 4 September 2012
Published in: Economic Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00199-010-0588-0
Bayesian robustness; signal extraction; Bayes's rule; Bayesian robustness signal extraction; posterior beliefs; reversion to the mean
62F15: Bayesian inference
94A12: Signal theory (characterization, reconstruction, filtering, etc.)
91A28: Signaling and communication in game theory
91G10: Portfolio theory
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