|
1998 |
A. Zellner |
Past and Recent Results on Maximal Data Information Priors |
1-22 |
32 |
1 |
Fulltext |
|
1998 |
S.K. Ghosh and A.E. Gelfand |
Latent Risk Approach for Modeling Individual Level Data Consisting of Multiple Event Times |
23-38 |
32 |
1 |
Abstract |
|
1998 |
M. Ghosh and M. Yin |
The Neyman-Scott Problem and Bayesian Consistency |
39-41 |
32 |
1 |
Abstract |
|
1998 |
P. Mukhopadhyay |
Linear Bayes Estimation of a Finite Population Total under Measurement Error Models |
43-48 |
32 |
1 |
Abstract |
|
1998 |
J.A. Achcar, M.G. Andrade and S. Loibel |
Weibull Hazard Function with a Change-Point : A Bayesian Approach using Markov Chain Monte Carlo Methods |
49-58 |
32 |
1 |
Abstract |
|
1998 |
S.K. Upadhyay and N. Vasishta |
Bayes Analysis of Burr Type XII Distribution using Gibbs Sampler Approach |
59-70 |
32 |
1 |
Abstract |
|
1998 |
B.M.G. Kibria and M.S. Haq |
Marginal Likelihood and Prediction for the Multivariate ARMA(1,1) Linear Models with Multivariate t Error Distribution |
71-80 |
32 |
1 |
Abstract |
|
1998 |
M. Masoom Ali and J. Woo |
Bayes Estimation of Bernoulli Parameter in Restricted Parameter Space |
81-87 |
32 |
1 |
Abstract |
|
1998 |
A.A. Neath |
Bayesian Nonparametric Estimation from Quantal Response Data : An Application of Partial Parametric Smoothing |
89-97 |
32 |
1 |
Abstract |
|
1998 |
L. Thabane and M.S. Haq |
Prediction from a Compound Multivariate Linear Model using Conjugate Prior |
99-108 |
32 |
1 |
Abstract |
|
1998 |
A. Chaturvedi and K. Kumar |
Bayesian Estimation of the Disturbance Variance in the Linear Regression Model Under a LINEX Loss Function |
109-112 |
32 |
1 |
Abstract |
|
1998 |
A. Chaturvedi and U. Rani |
Classical and Bayesian Reliability Estimation of the Generalized Maxwell Failure Distribution |
113-120 |
32 |
1 |
Abstract |
|
1998 |
R. Pandey and N.D. Shukla |
Bayesian Control Problem in Simple Linear Regression Model with First Order Autocorrelated Errors |
121-126 |
32 |
1 |
Abstract |