Bayes Prediction for a Heteroscedastic Regression Superpopulation Model Using Balanced Loss Function

DOI10.1080/03610920601125797zbMath1315.62026MaRDI QIDQ3593575

Priyanka Aggarwal, Ashok K. Bansal

Publication date: 23 July 2007

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610920601125797

zbMATH Keywords

Lindley's approximation; parabolic cylinder function; balanced loss function (BLF); Bayes predictive expected loss; generalized inverse normal (GIN)

Mathematics Subject Classification ID

62J05: Linear regression; mixed models

62F15: Bayesian inference

62D05: Sampling theory, sample surveys

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Cites Work

• Generalized inverse normal distributions
• Estimation of functions of population means and regression coefficients including structural coefficients. A minimum expected loss (MELO) approach
• Regression Analysis when the Variance of the Dependent Variable is Proportional to the Square of its Expectation
• Bayes Predictor of One-Parameter Exponential Family Type Population Mean Under Balanced Loss Function
• A note on finite population prediction under asymetric loss functions
• Minimax prediction in finite populations
• Estimating the Mean of a Normal Distribution with Known Coefficient of Variation