Bayesian Analysis in Statistics and Econometrics: Essays in Honor of Arnold Zellner

Передня обкладинка
Donald A. Berry, Kathryn M. Chaloner, John K. Geweke, Arnold Zellner
John Wiley & Sons, 1996 - 577 стор.
This book is a definitive work that captures the current state of knowledge of Bayesian Analysis in Statistics and Econometrics and attempts to move it forward. It covers such topics as foundations, forecasting inferential matters, regression, computation and applications.
 

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Зміст

An Empirical Evaluation of Some
3
Recursive Identification Estimation and Forecasting
15
Algorithms for Conditional Probability Assessments
29
A Comparison of Techniques for Forecasting Turning
41
Bayesian Modeling for Categorical Data with Prior
55
Misclassification
67
CONTENTS vii
70
Adkins Department of Economics Oklahoma State University
79
Bayesian Mixed Linear Models
311
Posterior Moments of Scale Parameters in Elliptical
323
Two Approaches to Bayesian Model Selection with
339
Joseph G Ibrahim Department of Biostatistics Harvard University
349
Bayesian Detection of Structural Changes
359
Methods for Estimating L? Convergence of Markov
373
Convergence of Monte Carlo Approximations to the Posterior Density
389
The Response of Residential Customers to TimeofUse
409

Existence of Bayes Estimators for the Binomial Logit Model
91
Bayesian Estimation for the Bivariate Normal Distribution
115
Entropy and CrossEntropy Procedures for Estimating
153
Information Theory and Bayesian Statistics
179
James S Hodges Division of Biostatistics School of Public Health Univer
191
REGRESSION LINEAR MODELS
201
Efficient Methods for Estimation and Testing with
215
A Bayesian Estimate of Autocorrelation in a Regression
229
SamplingBased Inference under Exact Likelihoods
243
Bayes Estimation and Detection of a Change in Prior
257
Smoothing Using
267
Bayesian Spherical Regression
279
Sample Size Considerations in Multivariate Normal
289
Properties of Multivariate Cauchy and PolyCauchy
299
Survey Using the Polya Posterior
423
Broemeling University of Texas School of Public Health Houston
433
Bayesian Analysis of the Federal Funds Rate as
443
Entropy and Information in Reliability
459
Asymmetric Loss Functions for Estimating System
471
Bayesian DecisionTheoretic Phase II Clinical Trial Designs
483
Identifying Prior Distributions That Produce Specific
493
Comparing pvalues to NeymanPearson Tests
507
The Effect of PartialOrdering Utilities on Bayesian Design
515
A Subjective Bayesian Perspective
527
Structuring the Inferential Contest
539
Entropy When Probabilities Are Imprecise
549
A Fair Minimax Theorem for TwoPerson ZeroSum
557
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