Screening on Correlated Variables: A Bayesian Approach
DOI10.2307/1270209zbMATH Open0609.62138OpenAlexW4252100497MaRDI QIDQ3750003FDOQ3750003
Authors: Audrey Wong, Jeff B. Meeker, Murray R. Selwyn 
Publication date: 1985
Full work available at URL: https://doi.org/10.2307/1270209
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robustBayesian methodnonnormalityMonte Carlo simulationspredictive densitysufficient statisticsbivariate normalcorrelated measurementsspecification limitpharmaceuticscutoff limit
Bayesian inference (62F15) Applications of statistics to biology and medical sciences; meta analysis (62P10)
Cited In (14)
- Economic designs of two-sided single and double screening procedures
- Probabilistic tolerance design for a subsystem under burr distribution using taguchi's loss functions
- A modified one-sided sequential screening procedure based on individual misclassification error
- Copula-based Partial Correlation Screening: a Joint and Robust Approach
- On a class of symmetric distributions associated with the product of two correlated \(t\) variables
- On sufficient variable screening using log odds ratio filter
- On a Screened Pearson Correlation and Its Application to Interdependence Methods
- Economic design of a two-stage screening procedure with a prescribed outgoing quality
- Design of a two-stage procedure for three-class screening
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- A review of accelerated test models
- Economic design of one-sided screening procedures based on a correlated variable with all parameters unknown
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