Bayesian Analysis in Statistics and Econometrics:Essays in Honor of Arnold Zellner
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More About This Title Bayesian Analysis in Statistics and Econometrics:Essays in Honor of Arnold Zellner
English
This book is a definitive work that captures the current state of knowledge of Bayesian Analysis in Statistics and Econometrics and attempts to move it forward. It covers such topics as foundations, forecasting inferential matters, regression, computation and applications.
English
Partial table of contents:
FORECASTING AND PROBABILITY ASSESSMENT.
Aggregating Forecasts: An Empirical Evaluation of Some Bayesian Methods (R. Clemen, et al.).
Algorithms for Conditional Probability Assessments (A. Gilio).
INFERENCE, ESTIMATION, AND PREDICTION.
Existence of Bayes Estimators for the Binomial Logit Model (P. Rossi).
REGRESSION, LINEAR MODELS, AND MULTIVARIATE ANALYSIS.
Zellner's Influence on Multivariate Linear Models (D. Percy).
Bayesian Mixed Linear Models (T. Jelenkowska and S. Press).
MODEL SELECTION.
Predictive Approaches to Model Selection (J. Ibrahim and P. Laud).
COMPUTATION.
Exactness of the Laplace Approximation for Bayesian Marginal Calculations (R. Weiss).
APPLICATIONS.
Bayesian Methods in Auditing (S. Byekwaso, et al.).
RELIABILITY AND CLINICAL TRIALS.
Entropy and Information in Reliability (N. Singpurwalla).
FOUNDATIONS AND PHILOSOPHICAL ISSUES.
Entropy When Probabilities Are Imprecise (L. Wasserman and J. Kadane).
Index.
FORECASTING AND PROBABILITY ASSESSMENT.
Aggregating Forecasts: An Empirical Evaluation of Some Bayesian Methods (R. Clemen, et al.).
Algorithms for Conditional Probability Assessments (A. Gilio).
INFERENCE, ESTIMATION, AND PREDICTION.
Existence of Bayes Estimators for the Binomial Logit Model (P. Rossi).
REGRESSION, LINEAR MODELS, AND MULTIVARIATE ANALYSIS.
Zellner's Influence on Multivariate Linear Models (D. Percy).
Bayesian Mixed Linear Models (T. Jelenkowska and S. Press).
MODEL SELECTION.
Predictive Approaches to Model Selection (J. Ibrahim and P. Laud).
COMPUTATION.
Exactness of the Laplace Approximation for Bayesian Marginal Calculations (R. Weiss).
APPLICATIONS.
Bayesian Methods in Auditing (S. Byekwaso, et al.).
RELIABILITY AND CLINICAL TRIALS.
Entropy and Information in Reliability (N. Singpurwalla).
FOUNDATIONS AND PHILOSOPHICAL ISSUES.
Entropy When Probabilities Are Imprecise (L. Wasserman and J. Kadane).
Index.
