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

DOI10.1080/03610920601125797MaRDI QIDQ3593575zbMATH OpenOpenAlexFDO

Authors Ashok K. Bansal, Priyanka Aggarwal

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 approximationparabolic cylinder functionbalanced loss function (BLF)Bayes predictive expected lossgeneralized inverse normal (GIN)

Mathematics Subject Classification ID

Bayesian inference (62F15) Linear regression; mixed models (62J05) Sampling theory, sample surveys (62D05)

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Cites work

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

Cited in

(10)

• Optimal and minimax prediction in multivariate normal populations under a balanced loss function
• All admissible linear predictors in the finite populations with respect to inequality constraints under a balanced loss function
• Bayes prediction of the regression coefficient in a finite population using balanced loss function
• Linear minimax prediction of finite population regression coefficient under a balanced loss function
• Bayes prediction for a stratified regression superpopulation model using balanced loss function
• Robustness of Bayes prediction under error-in-variables superpopulation model
• Bayesian inference of three-parameter bathtub-shaped lifetime distribution
• Bayes Predictor of One-Parameter Exponential Family Type Population Mean Under Balanced Loss Function
• Bayesian and robust Bayesian analysis under a general class of balanced loss functions
• Simple ranked sampling scheme: modification and application in the theory of estimation of Erlang distribution

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