Prediction and Decision Problems in Regression Models from the Bayesian Point of View
From MaRDI portal
Publication:5337640
DOI10.2307/2282695zbMath0129.11305MaRDI QIDQ5337640
Publication date: 1965
Full work available at URL: https://doi.org/10.2307/2282695
Related Items
Optimal control designs using predicting densities for the multivariate linear model, Predictive inference for linear and multivariate linear models with ma(1) error processes, THE USE OF PRIOR INFORMATION IN ESTIMATING THE PARAMETERS OF ECONOMIC RELATIONSHIPS, Unnamed Item, Some aspects of the history of Bayesian information processing, Comparison of different estimation techniques for portfolio selection, Robust portfolios: contributions from operations research and finance, Predictive inference for singular multivariate elliptically contoured distributions, Bayesian analysis in econometrics, Predictive inference for the elliptical linear model, Prediction from a normal model using a generalized inverse Gaussian prior, The multivariate linear model with multivariate \(t\) and intra-class covariance structure, \(\beta\)-expectation tolerance region for the heteroscedastic multiple regression model with multivariate Student-\(t\) error, Sensitivity analysis of predictive modeling for responses from the three-parameter Weibull model with a follow-up doubly censored sample of cancer patients, The Black-Litterman model and views from a reverse optimization procedure: an out-of-sample performance evaluation, The matrix-\(t\) distribution and its applications in predictive inference, An optimal investment and consumption model with stochastic returns, Portfolio selection with higher moments, ENHANCEMENT OF THE APPLICABILITY OF MARKOWITZ'S PORTFOLIO OPTIMIZATION BY UTILIZING RANDOM MATRIX THEORY, Structural relations and prediction for the multivariate models, On prediction from the location-scale model with a compound error distribution