Cited in
(28)- Approximating hierarchical normal priors using a vague component
- Models, prior information, and Bayesian analysis
- Information theory as a unifying statistical approach for use in marketing research
- Ignorance prior distribution of a hyperparameter and Stein's estimator
- On the use of the predictive likelihood of a Gaussian model
- Reference priors for prediction
- On obtaining invariant prior distributions
- Inferential distributions for non-Bayesian predictive fit
- Bayes shrinkage estimation for high-dimensional VAR models with scale mixture of normal distributions for noise
- Information criteria for quantifying loss of reversibility in parallelized KMC
- Diagnostic check for heavy tail in linear time series
- Grey-box modelling and identification using physical knowledge and Bayesian techniques
- Densities, spectral densities and modality.
- Simultaneous prediction of independent Poisson observables
- Minimax predictive density for sparse count data
- A theory of incremental compression
- Model averaging estimation of generalized linear models with imputed covariates
- Nonsubjective priors via predictive relative entropy regret
- From minimax shrinkage estimation to minimax shrinkage prediction
- A Monte Carlo method for an objective Bayesian procedure
- Information theoretical mortality table graduation
- M.D.I. estimation via unconstrained convex programming
- A special property of the expected log likelihooda special property of the expected log likelihood
- scientific article; zbMATH DE number 7750677 (Why is no real title available?)
- Goodness-of-fit tests in mixed models
- Admissibility and complete class results for the multinomial estimation problem with entropy and squared error loss
- Bayesian model learning based on predictive entropy
- Hybrid kernel estimates of space-time earthquake occurrence rates using the epidemic-type aftershock sequence model
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