This is the program for the 2010 Joint Statistical Meetings in Vancouver, British Columbia.

Abstract Details

Activity Number: 659
Type: Topic Contributed
Date/Time: Thursday, August 5, 2010 : 10:30 AM to 12:20 PM
Sponsor: Section on Bayesian Statistical Science
Abstract - #309053
Title: Bayesian Estimation and Hypothesis Testing of AutoRegressive Models under a Reference Prior
Author(s): Shawn Ni*+ and Dongchu Sun
Companies: University of Missouri and University of Missouri
Address: 118 Professional Building , Columbia , MO, 65211,
Keywords: reference prior ; partial correlation
Abstract:

We propose a noninformative reference prior for AR(p) regression coefficients. The reference prior is proper in the stationary and nonstationary regions of the parameter space. We examine the properties of the posterior under the proposed reference prior and conduct Bayesian hypothesis testing.


The address information is for the authors that have a + after their name.
Authors who are presenting talks have a * after their name.

Back to the full JSM 2010 program




2010 JSM Online Program Home

For information, contact jsm@amstat.org or phone (888) 231-3473.

If you have questions about the Continuing Education program, please contact the Education Department.