A frequentistic and bayesian analysis of zellner's economic regression model under an informative prior

DOI10.1080/07474948708836121zbMATH Open0625.62065OpenAlexW2001735387MaRDI QIDQ3028126FDOQ3028126

Mark Finster

Publication date: 1987

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474948708836121

zbMATH Keywords

general linear modelnatural conjugate priorfrequentist propertiesnonlinear renewal theoryoptimal ruleobservation costlarge-sample theorymyopic stopping rulefirst-passage stopping timeindependent normal errorspredictive estimation loss

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Bayesian problems; characterization of Bayes procedures (62C10) Sequential estimation (62L12)

Cites Work

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• Statistical decision theory and Bayesian analysis. 2nd ed
• A.P.O. rules are asymptotically non deficient for estimation with squared error loss
• Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
• Some contributions to the asymptotic theory of Bayes solutions
• On an A.P.O. Rule in Sequential Estimation with Quadratic Loss
• Asymptotically Optimum Sequential Inference and Design
• On asymptotically optimal sequential Bayes interval estimation procedures
• A Frequentistic Approach to Sequential Estimation in the General Linear Model

Cited In (2)

• A. P. O. rules in hierarchical and empirical bayes models
• A.P.O. Rules in hierarchical bayes regression models

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