Broemeling L.D. Bayesian Analysis of Linear Models

Boca Raton: CRC Press, 1985. — 475 p.With Bayesian statistics rapidly becoming accepted as a way to solve applied statisticalproblems, the need for a comprehensive, up-to-date source on the latest advances in thisfield has arisen.Presenting the basic theory of a large variety of linear models from a Bayesian viewpoint,Bayesian Analysis of Linear Models fills this need. Plus, this definitive volume containssomething traditional-a review of Bayesian techniques and methods of estimation, hypothesis,testing, and forecasting as applied to the standard populations … somethinginnovative-a new approach to mixed models and models not generally studied by statisticianssuch as linear dynamic systems and changing parameter models … and somethingpractical-clear graphs, eary-to-understand examples, end-of-chapter problems, numerousreferences, and a distribution appendix.Comprehensible, unique, and in-depth, Bayesian Analysis of Linear Models is the definitivemonograph for statisticians, econometricians, and engineers. In addition, this text isideal for students in graduate-level courses such as linear models, econometrics, andBayesian inference.Bayesian Inference for the General Linear Model
Linear Statistical Models and Bayesian Inference
The Traditional Unear Models
The Mixed Model
Time Series Models
Linear Dynamic Systems
Structural Change in Linear Models
Multivariate Linear Models
Looking Ahead