Bayesian Conditional Mean Estimation in Log‐Normal Linear Regression Models with Finite Quadratic Expected Loss

DOI10.1111/SJOS.12229zbMath1373.62098OpenAlexW2359971209MaRDI QIDQ2835310

Carlo Trivisano, Enrico Fabrizi

Publication date: 2 December 2016

Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/sjos.12229

zbMATH Keywords

efficient estimationgeneralized hyperbolic distributiongeneralized inverse Gaussianprior specification

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15)

Related Items (1)

Bayesian analysis of ANOVA and mixed models on the log-transformed response variable

Uses Software

• ghyp

Cites Work

• Posterior analysis of lognormal regression models using the Gibbs sampler
• Prediction from a normal model using a generalized inverse Gaussian prior
• Population total prediction under a lognormal superpopulation model
• Efficient mean estimation in log-normal linear models
• Bayesian estimation of log-normal means with finite quadratic expected loss
• The Bayesian elastic net
• Inference with normal-gamma prior distributions in regression problems
• Improved Estimation in Lognormal Models
• Accelerated Testing
• Sequential One-Sample Grouped Signed Rank Tests for Symmetry: Basic Procedures
• Prior distributions for variance parameters in hierarchical models (Comment on article by Browne and Draper)
• A Contribution to the Empirics of Economic Growth

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