Bounding posterior means by model criticism

DOI10.1016/0304-4076(95)01759-3MaRDI QIDQ1126475zbMATH OpenOpenAlexFDO

Authors Shigeru Iwata

Publication date 10 October 2000

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

Full work available at URL https://doi.org/10.1016/0304-4076(95)01759-3

zbMATH Keywords

Bayes factorpredictive densityF-statistic

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20)

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Cites work

• scientific article; zbMATH DE number 4070082 (Why is no real title available?)
• Bayesian Elicitation Diagnostics
• Highest predictive density estimator in regression models
• Lower bounds on bayes factors for a linear regression model
• On the Use of Incomplete Prior Information in Regression Analysis
• Reasonable extreme-bounds analysis
• Sampling and Bayes' Inference in Scientific Modelling and Robustness
• Sets of Posterior Means with Bounded Variance Priors
• Statistical decision theory and Bayesian analysis. 2nd ed

Cited in

(1)

• Bayesian variants of some classical semiparametric regression techniques

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