Interval prediction for Pareto and exponential observables

DOI10.1016/0304-4076(85)90038-7zbMATH Open0576.62044OpenAlexW2054506865MaRDI QIDQ1064702FDOQ1064702

Authors: Seymour Geisser 

Publication date: 1985

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/11299/199455

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zbMATH Keywords

predictionPareto distributiontranslated exponential observables

Mathematics Subject Classification ID

Bayesian inference (62F15) Applications of statistics to economics (62P20)

Cites Work

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• Bayesian inference for Pareto populations
• Structural probability bounds for the strong Pareto law
• Predicting Pareto and exponential observables
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (17)

• Pareto Regression: A Bayesian Analysis
• Inference and prediction for modified Weibull distribution based on doubly censored samples
• Bayesian prediction based on Pareto doubly censored data
• Highest posterior density estimation from multiply censored Pareto data
• Prediction limit for observation from the exponential distribution
• Bayesian predictive density of order statistics based on finite mixture models
• Bayes Analysis of a Three-Parameter Pareto Distribution via Sample Based Approaches
• Bayesian estimation based on trimmed samples from Pareto populations
• ON BAYES PREDICTION OF FUTURE MEDIAN
• Tests for the Validity of the Assumption that the Underlying Distribution of Life is Pareto
• Effect of extrapolation on coverage accuracy of prediction intervals computed from Pareto-type data
• A recursive partitioning tool for interval prediction
• Some prediction problems concerning samples from the pareto distribution
• On Bayesian interval prediction of future records
• Predicting Pareto and exponential observables
• Predicting observables from a general class of distributions
• Estimations for Pareto Model Using General Progressive Censored Data and Asymmetric Loss

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