Información General

• Autores: Donald A. Berry (ed. lit.), Kathryn M. Chaloner (ed. lit.), John Geweke (ed. lit.)
• Editores: New York [etc.] : Wiley, 1996
• Año de publicación: 1996
• País: Estados Unidos
• Idioma: inglés
• ISBN: 0-471-11856-7
• Texto completo no disponible (Saber más ...)

Resumen

• 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.

Otros catálogos

• Red de Bibliotecas Universitarias (REBIUN)

Listado de artículos

• • PART I. FORECASTING AND PROBABILITY ASSESSMENT

    • Aggregating Forecasts: An Empirical Evaluation of Some Bayesian Methods

      Robert T. Clemen, Steven K. Jones, Robert L. Winkler

      págs. 3-14

      

    • Recursive Identification, Estimation, and Forecasting of Nonstationary Economic Time Series with Applications to GNP International Data

      Antonio García Ferrer, Juan Luis Hoyo Bernat, Alfonso Novales Cinca, Peter C. Young

      págs. 15-28

      

    • Algorithms for Conditional Probability Assessments

      Angelo Gilio

      págs. 29-40

      

    • A Comparison of Techniques for Forecasting Turning Points in Regional Employment Activity

      James P. Lesage

      págs. 41-52

      

  • PART II. INFERENCE, ESTIMATION, AND PREDlCTION

    • Bayesian Modeling for Categorical Data with Prior Information

      Nell Sedransk, Ruby C. H. Wang

      págs. 55-66

      

    • Bayesian Analysis of Binary Data Subject to Misclassification

      Michael Evans, Irwin Guttman, Y. Haitovsky, Tim Swartz

      págs. 67-78

      

    • Using Prior Information in the Probit Model: Empirical Risks of Bayes, Empirical Bayes, and Stein Estimators

      Lee C. Adkins, R. Carter Hill

      págs. 79-90

      

    • Existence of Bayes Estimators for the Binomial Logit Model

      Peter E. Rossi

      págs. 91-100

      

    • Bayesian Inference for a Class of Poly-Weibull Distributions

      James O. Berger, Dongchu Sun

      págs. 101-114

      

    • Bayesian Estimation for the Bivariate Normal Distribution

      Jeff A. Sloan, Sanjoy K. Sinha

      págs. 115-128

      

    • Estimation of Median Income of Four-Person Families: A Bayesian Approach

      G.S. Datta, Malay Ghosh, Narinder Nangia, K. Natarajan

      págs. 129-140

      

    • Bayesian Inference in Dynamic Equilibrium Models: An Application to the Rational Expectations Model of the Term Structure

      David N. DeJong, Charles H. Whiteman

      págs. 141-152

      

    • Entropy and Cross-Entropy Procedures for Estimating Transition Probabilities from Aggregate Data

      Tsoung-Chao Lee, George G. Judge

      págs. 153-164

      

    • Bayesian Valuation with an Elicited Nonsymmetric Loss Function

      Michael Cain, Christian Janssen

      págs. 165-178

      

    • Information Theory and Bayesian Statistics

      Ehsan S. Soofi

      págs. 179-190

      

    • An Information- Theoretic Index of Risk in Financial Markets

      Michael Stutzer

      págs. 191-200

      

  • PART III. REGRESSION, LINEAR MODELS, AND MULTIVARIATE ANALYSIS

    • Zellner's Inftuence on Multivariate Linear Models

      David F. Percy

      págs. 203-214

      

    • Efficient Methods for Estimation and Testing with Seemingly Unrelated Regressions in the Presence of Latent Variables and Missing Observations

      Xiao-Li Meng, Donald B. Rubin

      págs. 215-228

      

    • A Bayesian Estimate of Autocorrelation in a Regression Model

      Judy L. Palmer, Lyle D. Broemeling

      págs. 229-242

      

    • Bayesian Analysis of ARMA Processes: Complete Sampling-Based Inference under Exact Likelihoods

      John Marriott, Nalini Ravishanker, Alan E. Gelfand, Jeffrey Pai

      págs. 243-256

      

    • Bayes Estimation and Detection of a Change in Prior Distribution of the Regression Parameter

      Ashok K. Bansal, S. Chakravarty

      págs. 257-266

      

    • Bayesian Nonparametric Regression: Smoothing Using Gibbs Sampling

      Alaattin Erkanli, Ramanan Gopalan

      págs. 267-278

      

    • Bayesian Spherical Regression

      Ted Chang, Christopher Bingham

      págs. 279-288

      

    • Sample Size Considerations in Multivariate Normal Classification

      Seymour Geisser, Wesley Johnson

      págs. 289-298

      

    • Properties of Multivariate Cauchy and Poly-Cauchy Distributions with Bayesian g-Prior Applications

      Gorui Bian, James M. Dickey

      págs. 299-310

      

    • Bayesian Mixed Linear Models

      T. H. Jelenkowska, S. James Press

      págs. 311-322

      

    • Posterior Moments of Scale Parameters in Elliptical Sampling Models

      Jacek Osiewalski, Mark F. J. Steel

      págs. 323-335

      

  • PART IV. MODEL SELECTlON

    • Two Approaches to Bayesian Model Selection with Applications

      Edward George, Robert E. McCulloch, Ruey S. Tsay

      págs. 339-348

      

    • Predictive Approaches to Model Selection

      Joseph lbrahim, Purushottam W. Laud

      págs. 349-358

      

    • Bayesian Detection of Structural Changes

      G. S. Maddala, In-Moo Kim

      págs. 359-370

      

  • PART V. COMPUTATION

    • Methods for Estimating L2 Convergence of Markov Chain-Monte Carlo Techniques

      G. O. Roberts

      págs. 373-384

      

    • Exactness of the Laplace Approximation for Bayesian Marginal Calculations

      Robert Erin Weiss

      págs. 385-388

      

    • Convergence of Monte Carlo Approximations to the Posterior Density

      Charles J. Geyer, Luke Tierney

      págs. 389-396

      

    • Numerical Evaluation of Information- Theoretic Measures

      Peter Müller, Giovanni Parmigiani

      págs. 397-406

      

  • PART VI. APPLICATlONS

    • The Response of Residential Customers to Time-of-Use Electricity Rates in Israel

      Dennis J. Aigner, M. Amit, Asher Tishler

      págs. 409-422

      

    • An Approach to the Problem of Nonresponse in Sample Survey Using the Polya Posterior

      Glen D. Meeden, Mark Bryan

      págs. 423-432

      

    • Bayesian Methods in Auditing

      Serapio Byekwaso, Nancy Flournoy, Johnny R. Johnson

      págs. 433-442

      

    • Bayesian Analysis of the Federal Funds Rate as the Determinant of Interest Rates on Small and Large Loans

      Richard A. L. Carter, Leonard Laudadio

      págs. 443-455

      

  • PART VII. RELIABILITY AND CLINICAL TRIALS

    • Entropy and Information in Reliability

      Nozer D. Singpurwalla

      págs. 459-470

      

    • Asymmetric Loss Functions for Estimating System Reliability

      Ronald D. Thompson, Asit P. Basu

      págs. 471-482

      

    • Bayesian Decision-Theoretic Phase II Clinical Trial Designs Using Asymmetric Loss

      Clare A. Gnecco

      págs. 483-492

      

    • Identifying Prior Distributions That Produce Specific Decisions, with Application to Monitoring Clínical Trials

      Bradley P. Carlin, Thomas A. Louis

      págs. 493-503

      

  • PART VIII. FOUNDATIONS AND PHILOSOPHICAL ISSUES

    • Cornparing p-values to Neyman-Pearson Tests

      George Casella, Martin T. Wells

      págs. 507-514

      

    • The Effect of Partial-Ordering Utilities on Bayesian Design of Sequential Experirnents

      James S. Hodges

      págs. 515-526

      

    • Window Washing: A Subjective Bayesian Perspective of Diagnostic Checking

      Dale J. Poirier

      págs. 527-538

      

    • Structuring the Inferential Contest

      Herold Dehling, T. K. Dijkstra, H. J. Guichelaar, W. Schaafsma, A. G. M. Steerneman, Tom Wansbeek, J. T. van der Zee

      págs. 539-547

      

    • Entropy When Probabilities Are Imprecise

      Larry Wasserman, Joseph B. Kadane

      págs. 549-556

      

    • A Fair Minimax Theorem for Two-Person (Zero-Sum) Games Involving Finitely Additive Strategies

      Mark J. Schervish, Teddy Seidenfeld

      págs. 557-568