A frequentistic and bayesian analysis of zellner's economic regression model under an informative prior
From MaRDI portal
Publication:3028126
DOI10.1080/07474948708836121zbMath0625.62065OpenAlexW2001735387MaRDI QIDQ3028126
Publication date: 1987
Published in: Sequential Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474948708836121
large-sample theorynatural conjugate priorgeneral linear modelfrequentist propertiesnonlinear renewal theoryoptimal ruleobservation costmyopic stopping rulefirst-passage stopping timeindependent normal errorspredictive estimation loss
Linear regression; mixed models (62J05) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Sequential estimation (62L12)
Related Items
A.P.O. Rules in hierarchical bayes regression models, A. P. O. rules in hierarchical and empirical bayes models
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Statistical decision theory and Bayesian analysis. 2nd ed
- On asymptotically optimal sequential Bayes interval estimation procedures
- A Frequentistic Approach to Sequential Estimation in the General Linear Model
- A.P.O. rules are asymptotically non deficient for estimation with squared error loss
- Some contributions to the asymptotic theory of Bayes solutions
- On an A.P.O. Rule in Sequential Estimation with Quadratic Loss
- Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
- Asymptotically Optimum Sequential Inference and Design