Bayesian Analysis of Linear Models

Name: Bayesian Analysis of Linear Models
Brand: CRC Press

CRC Press

This book presents the basic theory of linear models from a Bayesian viewpoint. It is unique in that time series models such as autoregressive moving average processes are treated as linear models in the same way the general linear model is examined. > 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-d