Bounding posterior means by model criticism

DOI10.1016/0304-4076(95)01759-3zbMath0945.62033OpenAlexW1977505710MaRDI QIDQ1126475

Shigeru Iwata

Publication date: 10 October 2000

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(95)01759-3

zbMATH Keywords

Bayes factorpredictive densityF-statistic

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Bayesian inference (62F15)

Related Items (1)

Bayesian variants of some classical semiparametric regression techniques

Cites Work

• Unnamed Item
• Reasonable extreme-bounds analysis
• Statistical decision theory and Bayesian analysis. 2nd ed
• Highest predictive density estimator in regression models
• Sampling and Bayes' Inference in Scientific Modelling and Robustness
• Sets of Posterior Means with Bounded Variance Priors
• Bayesian Elicitation Diagnostics
• Lower bounds on bayes factors for a linear regression model
• On the Use of Incomplete Prior Information in Regression Analysis

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