A frequentistic and bayesian analysis of zellner's economic regression model under an informative prior

DOI10.1080/07474948708836121zbMath0625.62065OpenAlexW2001735387MaRDI QIDQ3028126

Mark Finster

Publication date: 1987

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474948708836121

zbMATH Keywords

large-sample theorynatural conjugate priorgeneral linear modelfrequentist propertiesnonlinear renewal theoryoptimal ruleobservation costmyopic stopping rulefirst-passage stopping timeindependent normal errorspredictive estimation loss

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Bayesian inference (62F15) Bayesian problems; characterization of Bayes procedures (62C10) Sequential estimation (62L12)

Related Items (2)

A.P.O. Rules in hierarchical bayes regression models ⋮ A. P. O. rules in hierarchical and empirical bayes models

Cites Work

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• Statistical decision theory and Bayesian analysis. 2nd ed
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• A.P.O. rules are asymptotically non deficient for estimation with squared error loss
• Some contributions to the asymptotic theory of Bayes solutions
• On an A.P.O. Rule in Sequential Estimation with Quadratic Loss
• Asymptotically Optimal Bayes and Minimax Procedures in Sequential Estimation
• Asymptotically Optimum Sequential Inference and Design

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