Prediction and Decision Problems in Regression Models from the Bayesian Point of View
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(22)- 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
- -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
- Some aspects of the history of Bayesian information processing
- 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
- 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
- scientific article; zbMATH DE number 7660135 (Why is no real title available?)
- Comparison of different estimation techniques for portfolio selection
- Incorporating Different Sources of Information for Bayesian Optimal Portfolio Selection
- Robust portfolios: contributions from operations research and finance
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