Temat: posterior distributions - Katalog OPAC zbiorów

Skocz do pozycji: 1.

Tytuł:: Generalized Bayes Estimation of Spatial Autoregressive Models
Autorzy:: Chaturvedi, Anoop
Mishra, Sandeep
Powiązania:: https://bibliotekanauki.pl/articles/1194464.pdf
Data publikacji:: 2019-07-02
Wydawca:: Główny Urząd Statystyczny
Tematy:: spatial autoregressive model
prior and posterior distributions
generalized Bayes estimator
admissibility and minimaxity
total fertility rate (TFR)
Opis:: The spatial autoregressive (SAR) models are widely used in spatial econometrics for analyzing spatial data involving spatial autocorrelation structure. The present paper derives a Generalized Bayes estimator for estimating the parameters of a SAR model. The admissibility and minimaxity properties of the estimator have been discussed. For investigating the finite sample behaviour of the estimator, the results of a simulation study have been presented. The results of the paper are applied to demographic data on total fertility rate for selected Indian states.
Źródło:: Statistics in Transition new series; 2019, 20, 2; 15-31
1234-7655
Pojawia się w:: Statistics in Transition new series
Dostawca treści:: Biblioteka Nauki

Artykuł

Skocz do pozycji: 2.

Tytuł:: On the Bayes estimators of the parameters of inflated modified power series distributions
Autorzy:: Murat, Małgorzata
Szynal, Dominik
Powiązania:: https://bibliotekanauki.pl/articles/729948.pdf
Data publikacji:: 2000
Wydawca:: Uniwersytet Zielonogórski. Wydział Matematyki, Informatyki i Ekonometrii
Tematy:: posterior distributions
posterior moments
Bayes estimator
inflated distribution
generalized Pareto distribution
generalized Poisson distribution
generalized negative binomial distribution
lost games distribution
Opis:: In this paper, we study the class of inflated modified power series distributions (IMPSD) where inflation occurs at any of support points. This class includes among others the generalized Poisson,the generalized negative binomial and the lost games distributions. We derive the Bayes estimators of parameters for these distributions when a parameter of inflation is known. First, we take as the prior distribution the uniform, Beta and Gamma distribution. In the second part of this paper, the prior distribution is the generalized Pareto distribution.
Źródło:: Discussiones Mathematicae Probability and Statistics; 2000, 20, 2; 189-209
1509-9423
Pojawia się w:: Discussiones Mathematicae Probability and Statistics
Dostawca treści:: Biblioteka Nauki

Artykuł

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