Bounding posterior means by model criticism

DOI10.1016/0304-4076(95)01759-3zbMATH Open0945.62033OpenAlexW1977505710MaRDI QIDQ1126475FDOQ1126475

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

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zbMATH Keywords

Bayes factorpredictive densityF-statistic

Mathematics Subject Classification ID

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

Cites Work

• Sampling and Bayes' Inference in Scientific Modelling and Robustness
• Title not available (Why is that?)
• Statistical decision theory and Bayesian analysis. 2nd ed
• On the Use of Incomplete Prior Information in Regression Analysis
• Sets of Posterior Means with Bounded Variance Priors
• Reasonable extreme-bounds analysis
• Highest predictive density estimator in regression models
• Bayesian Elicitation Diagnostics
• Lower bounds on bayes factors for a linear regression model

Cited In (1)

• Bayesian variants of some classical semiparametric regression techniques

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