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Consistency and Efficiency of Regression Coefficient Estimates in Location- Scale Models

โœ Scribed by Ann Gould and J. F. Lawless


Book ID
124289647
Publisher
Oxford University Press
Year
1988
Tongue
English
Weight
626 KB
Volume
75
Category
Article
ISSN
0006-3444

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Under minimum assumptions on the stochastic regressors, strong consistency of Bayes estimates is established in stochastic regression models in two cases: (1) When the prior distribution is discrete, the p.d.f. f of i.i.d. random errors is assumed to have finite Fisher information I= & ( f $) 2 ร‚f