Prediction and Decision Problems in Regression Models from the Bayesian Point of View
作者:
Arnold Zellner,
V.Karuppan Chetty,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1965)
卷期:
Volume 60,
issue 310
页码: 608-616
ISSN:0162-1459
年代: 1965
DOI:10.1080/01621459.1965.10480817
出版商: Taylor & Francis Group
数据来源: Taylor
摘要:
In this paper we review the derivation of the predictive density function for the normal multiple regression model, state and prove a general theorem on optimal point prediction, and show how the predictive density can be employed in the analysis of an illustrative investment problem. Then we derive the predictive density function for the multivariate normal regression model and indicate how it can be used in the analysis of several problems.
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