Bayesian analysis of disturbances variance in the linear regression model under asymmetric loss functions

DOI10.1016/S0096-3003(99)00108-3zbMath1017.62018MaRDI QIDQ5931629

Kuldeep Kumar, Anoop Chaturvedi, M. Ishaq Bhatti

Publication date: 25 April 2001

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

zbMATH Keywords

Bayes estimatorlinear modelsLINEX loss functionQUADRATIC loss function

Mathematics Subject Classification ID

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

Related Items (3)

Regression models using the LINEX loss to predict lower bounds for the number of points for approximating planar contour shapes ⋮ Robust Bayesian analysis of a multivariate dynamic model ⋮ Convergence rate of empirical Bayes estimation for two-dimensional truncation parameters under linex loss

Cites Work

• Bayesian Estimation and Prediction Using Asymmetric Loss Functions
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