Pages that link to "Item:Q5554033"

The following pages link to Some contributions to the asymptotic theory of Bayes solutions (Q5554033):

Displaying 38 items.

• Bayes sequential estimation for a particular exponential family of distributions under LINEX loss (Q641764) (← links)
• Asymptotic behavior of Bayes estimators for hidden Markov models with application to ion channels (Q734554) (← links)
• Bayesian frequentist hybrid inference (Q834347) (← links)
• Convergence properties of sequential Bayesian \(D\)-optimal designs (Q958799) (← links)
• Asymptotically pointwise optimal and asymptotically optimal stopping times in the Bayesian inference (Q1015469) (← links)
• Asymptotic results in robust quasi-Bayesian estimation (Q1109450) (← links)
• Asymptotic inference for stochastic processes (Q1143730) (← links)
• The asymptotic equivalence of Bayes and maximum likelihood estimation (Q1222920) (← links)
• Classical asymptotic properties of a certain estimator related to the maximum likelihood estimator (Q1236849) (← links)
• On fitting a modified limiting normal to the posterior distribution (Q1345568) (← links)
• An MCMC approach to classical estimation. (Q1398964) (← links)
• The life and work of Gustav Elfving. (Q1431160) (← links)
• Asymptotic normality of posterior distributions for exponential families when the number of parameters tends to infinity. (Q1582629) (← links)
• Asymptotic behavior of Bayes estimates under possibly incorrect models (Q1807093) (← links)
• Posterior convergence given the mean (Q1922383) (← links)
• The Bernstein-von Mises theorem under misspecification (Q1950820) (← links)
• Continuous record Laplace-based inference about the break date in structural change models (Q2043251) (← links)
• Optimal scaling of random walk Metropolis algorithms using Bayesian large-sample asymptotics (Q2128065) (← links)
• Optimal portfolio choice: a minimum expected loss approach (Q2299386) (← links)
• On the computational complexity of MCMC-based estimators in large samples (Q2388988) (← links)
• Asymptotically Informative Prior for Bayesian Analysis (Q2921858) (← links)
• EFFICIENCY IN LARGE DYNAMIC PANEL MODELS WITH COMMON FACTORS (Q2929841) (← links)
• A frequentistic and bayesian analysis of zellner's economic regression model under an informative prior (Q3028126) (← links)
• An Asymptotic Second-Order Lower Bound for the Bayes Risk of a Sequential Procedure (Q3155702) (← links)
• Multistage estimation: optimal and asymptotically optimal policies (Q3730882) (← links)
• A.P.O. rules are asymptotically non deficient for estimation with squared error loss (Q3906951) (← links)
• Asymptotically pointwise optimal rules for estimating the mean in general exponential dtstributions for squared loss (Q4346001) (← links)
• A bayesian approach to sequential estimation without using the (Q4368896) (← links)
• Asymptotically pointwise optimal rules of sequential estimation of mean vector when an information matrix has some structure in a multivariate normal population (Q4368899) (← links)
• Asymptotic bayesian inference in some nonstandard cases: Bernstein–von Mises Results and regular bayes' estimators (Q4727194) (← links)
• A. P. O. rules in hierarchical and empirical bayes models (Q4730636) (← links)
• A.P.O. Rules in hierarchical bayes regression models (Q4855202) (← links)
• GENERALIZED LAPLACE INFERENCE IN MULTIPLE CHANGE-POINTS MODELS (Q5065458) (← links)
• Bayesian–frequentist hybrid model with application to the analysis of gene copy number changes (Q5124819) (← links)
• (Q5159450) (← links)
• Nonparametric Sequential Bayes Estimation of the Distribution Function (Q5711147) (← links)
• Approximate Bayesian computation using asymptotically normal point estimates (Q6136276) (← links)
• Quasi-Bayesian Inference for Production Frontiers (Q6620951) (← links)