Updating toward the signal

DOI10.1007/S00199-010-0588-0MaRDI QIDQ447541zbMATHOpenAlexFDO

Authors Christopher P. Chambers, Paul J. Healy

Publication date 4 September 2012

Published in Economic Theory (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial 4.0 International

Full work available at URL https://doi.org/10.1007/s00199-010-0588-0

zbMATH Keywords

signal extractionBayesian robustnessBayes's ruleBayesian robustness signal extractionposterior beliefsreversion to the mean

Mathematics Subject Classification ID

Bayesian inference (62F15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Portfolio theory (91G10) Signaling and communication in game theory (91A28)

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Cites work

• scientific article; zbMATH DE number 3506614 (Why is no real title available?)
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• Firm reputation with hidden information
• How often to sample a continuous-time process in the presence of market microstructure noise
• Learning, diversification and the nature of risk
• Looking smart versus playing dumb in common-value auctions
• Market games in large economies with a finite number of types
• On the generic nonconvergence of Bayesian actions and beliefs
• Revisiting savage in a conditional world
• Risk Aversion in the Small and in the Large
• Shrinkage of the posterior mean In the normal case

Cited in

(7)

• Reversals of signal-posterior monotonicity for any bounded prior
• Anchored belief updating from recommendations
• Learning with misattribution of reference dependence
• Asymptotic stability of Bayesian updating for Spencian examples
• scientific article; zbMATH DE number 69458 (Why is no real title available?)
• Signal extraction: experimental evidence
• scientific article; zbMATH DE number 1951184 (Why is no real title available?)

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