Pages that link to "Item:Q3954655"
From MaRDI portal
The following pages link to Sets of Posterior Means with Bounded Variance Priors (Q3954655):
Displayed 17 items.
- Bounding parameters in a linear regression model with a mismeasured regressor using additional information (Q274905) (← links)
- \(S\)-values: conventional context-minimal measures of the sturdiness of regression coefficients (Q284311) (← links)
- Reduced form estimation and prediction from uncertain structural models. A generic approach (Q1072326) (← links)
- Bounding posterior means by model criticism (Q1126475) (← links)
- Highest predictive density estimator in regression models (Q1194032) (← links)
- Robust Bayesian analysis using divergence measures (Q1332741) (← links)
- Robust Bayesian methods in simple ANOVA models. (With discussion) (Q1333146) (← links)
- An overview of robust Bayesian analysis. (With discussion) (Q1343681) (← links)
- Posterior robustness in simultaneous estimation problem with exchangeable contaminated priors (Q1378769) (← links)
- Stability of the posterior mean in linear models. An admissibility property of D-optimum and E-optimum designs (Q1380575) (← links)
- Robust Bayesian analysis: sensitivity to the prior (Q1813481) (← links)
- Bayesian variants of some classical semiparametric regression techniques (Q1886283) (← links)
- Optimal robust Bayes estimation (Q1901746) (← links)
- Robust Bayesian analysis of the linear regression model (Q1918156) (← links)
- Robust Bayesian analysis of a multivariate dynamic model (Q2161947) (← links)
- ERRORS IN VARIABLES IN ECONOMETRICS: NEW DEVELOPMENTS AND RECURRENT THEMES (Q3690070) (← links)
- Global robust Bayesian analysis in large models (Q6108269) (← links)