Bayesian break-point forecasting in parallel time series, with application to university admissions

DOI10.2307/3314857zbMath0628.62095OpenAlexW2129213385MaRDI QIDQ3765085

Donald B. Rubin, T. W. F. Stroud

Publication date: 1987

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

Full work available at URL: https://doi.org/10.2307/3314857

zbMATH Keywords

change-point modelspredictive means and variancesBayesian break-point time- series modelpooled cross-sectional time seriesshort history forecasting

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15)

Related Items (2)

Hierarchical baxes predictive means and variances with application to sample survey inference ⋮ Bayes and empirical Bayes shrinkage estimation of regression coefficients

Cites Work

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• Parametric Empirical Bayes Inference: Theory and Applications
• Bayesian Estimation of Means for the Random Effect Model
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean

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