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

DOI10.1080/07474948708836121zbMath0625.62065MaRDI QIDQ3028126

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

large-sample theory; natural conjugate prior; general linear model; frequentist properties; nonlinear renewal theory; optimal rule; observation cost; myopic stopping rule; first-passage stopping time; independent normal errors; predictive estimation loss

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62F15: Bayesian inference

62C10: Bayesian problems; characterization of Bayes procedures

62L12: Sequential estimation

Related Items

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

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