Bayesian subset selection for additive and linear loss function

DOI10.1080/03610927908827824MaRDI QIDQ4194281zbMATH OpenOpenAlexFDO

Authors Klaus J. Miescke

Publication date 1979

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610927908827824

zbMATH Keywords

Additive Loss FunctionsApproximate Bayes SolutionsBayesian Subset SelectionExpected Values of MaximumGupta's Maximum ProcedureLinear Loss FunctionsNormal Model

Mathematics Subject Classification ID

Statistical ranking and selection procedures (62F07) Bayesian inference (62F15)

Cites work

• An Algorithm for Least-Squares Estimation of Nonlinear Parameters
• Computation of the exact likelihood function of an arima process
• scientific article; zbMATH DE number 3395169 (Why is no real title available?)
• SOME THEOREMS IN LEAST SQUARES
• Stochastic processes and filtering theory
• The exact likelihood function for a mixed autoregressive-moving average process
• The first-order moving average process. Identification, estimation and prediction

Cited in

(10)

• Bayes-\(P^ *\) subset selection procedures for the best population
• On the performance of subset selection rules under normality
• Selecting the best of two gamma populations having unequal shape parameters
• Bayesian look ahead one-stage sampling allocations for selection of the best population
• Asymptotic consistency of procedures for selecting good populations
• Subset Selection Procedures: Review and Assessment
• On the problem of selecting good populations
• A decision-theoretic approach to subset selection
• Estimation After Subset Selection from Exponential Populations: Location Parameter Case
• Some locally optimal subset selection rules for comparison with a control

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