DOI10.1214/aos/1176346158zbMath0521.62014OpenAlexW1990029739WikidataQ100320960 ScholiaQ100320960MaRDI QIDQ1055104
Carl N. Morris
Publication date: 1983
Published in: The Annals of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aos/1176346158
A simulation-based approach to Bayesian sample size determination for performance under a given model and for separating models,
Limit distributions of unbiased estimators in natural exponential families,
Single observation unbiased priors,
Distribution of a sum of weighted noncentral chi-square variables,
Biwhitening Reveals the Rank of a Count Matrix,
On conditional prediction errors in mixed models with application to small area estimation,
Nonparametric Bayesian Aggregation for Massive Data,
Siegel's formula via Stein's identities,
Hierarchical baxes predictive means and variances with application to sample survey inference,
Shrinkage estimation in multilevel normal models,
Edgeworth Expansion of the Moment-Based Test for Homogeneity in an NEF-QVF Mixture Model,
An identity for multidimensional continuous exponential families and its applications,
A note on accelerated sequential estimation of the mean of NEF-PVF distributions,
Moment-based oscillation properties of mixture models,
Testing for the number of components in a mixture of normal distributions using moment estimators,
Measuring the relative effectiveness of moment estimators as starting values in maximizing likelihoods,
Optimal estimating functions, quasi-likelihood and statistical modelling,
Approximating the operating characteristics of Bayesian uncertainty directed trial designs,
On selecting the best natural exponential families with quadratic variance function,
Exponential and Bayesian conjugate families: Review and extensions. (With discussion),
An empirical bayes estimate of multinomial probabilities,
Methods of moments estimation in finite mixtures,
Variational algorithms for biclustering models,
Empirical Bayes Confidence Intervals for Means of Natural Exponential Family‐Quadratic Variance Function Distributions with Application to Small Area Estimation,
Notes on a recursive procedure for point estimation,
Asymptotic homogeneity tests for mean exponential family distributions,
A note on quasi-likelihood for exponential families,
Dispersion statistics in overdispersed mixture models,
Estimation in the generalized linear empirical bayes model using the extended quasi-likelihood,
Power prior elicitation in Bayesian quantile regression,
Semigroups of distributions with linear Jacobi parameters,
A Coefficient of Determination for Generalized Linear Models,
A decision-theoretical view of default priors,
Some Variants of Constrained Estimation in Finite Population Sampling,
A construction of the UMVU estimator for simple quadratic natural exponential families,
Unbiased estimation in the multivariate natural exponential family with simple quadratic variance function,
Admissible sequential polynomial estimators for stochastic processes,
On the mean value parametrization of natural exponential families -- a revisited review,
Gibbs sampling, exponential families and orthogonal polynomials,
A generalized framework for classical test theory,
Gibbs sampling, conjugate priors and coupling,
Umvu estimation for certain family of exponential distributions,
More comparisons of MLE with UMVUE for exponential families,
Variable selection in quantile regression via Gibbs sampling,
Reference priors for exponential families with simple quadratic variance function,
Score tests for overdispersion in poisson regression models,
A note on the prior parameter choice in finite mixture models of distributions from exponential families,
Estimation based on the winsorized mean in the geometric distribution,
Power prior distributions for generalized linear models,
Bayesian optimal control for a non-autonomous stochastic discrete time system,
Bayesian analysis of finite mixture models of distributions from exponential families,
Robust Bayes Estimation,
Bayes sequential estimation for an exponential family of processes: A discrete time approach,
Some results for moment-empirical cumulative distribution functions,
Local mixture models of exponential families,
Contaminated Exponential Dispersion Loss Models,
Mixed model prediction and small area estimation. (With comments of P. Hall, D. Morales, C. N. Morris, J. N. K. Rao, and J. L. Eltinge),
Some measures of robustness for unbiased estimators in one-parameter natural exponential families with quadratic variance function,
Factions in Morris' natural exponential quadratic variance family and a lack of consensus in sample size determination,
Inference on exponential families with mixture of prior distributions,
Bochner-Pearson-type characterization of the free Meixner class,
On Measuring Uncertainty of Benchmarked Predictors with Application to Disease Risk Estimate,
An empirical Bayesian forecast in the threshold stochastic volatility models,
Constrained Bayes and Empirical Bayes Estimation with Balanced Loss Functions,
Distribution of a Sum of Weighted Central Chi-Square Variables,
Posterior variance for quadratic natural exponential families,
Merging experts' opinions: a Bayesian hierarchical model with mixture of prior distributions,
Approximating the probability density function of a transformation of random variables,
Semiparametric Stein estimators,
Some characterizations of distributions of the exponential-type,
A moment-based test for the homogeneity in mixture natural exponential family with quadratic variance functions,
Interval Estimations for the Mean of the Generalized Poisson and Generalized Negative Binomial Distributions,
A moments approach to some characterization problems,
Bayesian analysis of finite mixtures of multinomial and negative-multinomial distributions,
Multivariate Meixner classes of invariant distributions,
A Bayesian approach to some overdispersion models,
A reverse martingale property that characterizes the natural exponential family with quadratic variance function,
Credibility evaluation for the exponential dispersion family,
Moments in mixture models with non-identically distributed observations,
A note on umvu estimation in the transformed chi-square family,
General dependence structures for some models based on exponential families with quadratic variance functions,
Hierarchical Bayes estimation of mortality rates for disease mapping,
Lower bounds for the variance in certain nonregular distributions,
Enriched standard conjugate priors and the right invariant prior for Wishart distributions,
Exponential dispersion models and credibility,
A characterization of simple quadratic natural exponential families with a reverse martingale property,
Estimation in uniform distributions using orthogonal polynomials,
Parameterizing mixture models with generalized moments