# Least squares approximation in Bayesian analysis.

Michel Mouchart; Léopold Simar

Trabajos de Estadística e Investigación Operativa (1980)

- Volume: 31, Issue: 1, page 207-222
- ISSN: 0041-0241

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topMouchart, Michel, and Simar, Léopold. "Least squares approximation in Bayesian analysis.." Trabajos de Estadística e Investigación Operativa 31.1 (1980): 207-222. <http://eudml.org/doc/40821>.

@article{Mouchart1980,

abstract = {This paper presents in a simple and unified framework the Least-Squares approximation of posterior expectations. Particular structures of the sampling process and of the prior distribution are used to organize and to generalize previous results. The two basic structures are obtained by considering unbiased estimators and exchangeable processes. These ideas are applied to the estimation of the mean. Sufficient reduction of the data is analysed when only the Least-Squares approximation is involved.},

author = {Mouchart, Michel, Simar, Léopold},

journal = {Trabajos de Estadística e Investigación Operativa},

keywords = {Análisis bayesiano; Estimación bayesiana; Mínimos cuadrados; Aproximación; Predicción estadística; least-squares approximation of posterior expectations; linear Bayes; credibility theory},

language = {eng},

number = {1},

pages = {207-222},

title = {Least squares approximation in Bayesian analysis.},

url = {http://eudml.org/doc/40821},

volume = {31},

year = {1980},

}

TY - JOUR

AU - Mouchart, Michel

AU - Simar, Léopold

TI - Least squares approximation in Bayesian analysis.

JO - Trabajos de Estadística e Investigación Operativa

PY - 1980

VL - 31

IS - 1

SP - 207

EP - 222

AB - This paper presents in a simple and unified framework the Least-Squares approximation of posterior expectations. Particular structures of the sampling process and of the prior distribution are used to organize and to generalize previous results. The two basic structures are obtained by considering unbiased estimators and exchangeable processes. These ideas are applied to the estimation of the mean. Sufficient reduction of the data is analysed when only the Least-Squares approximation is involved.

LA - eng

KW - Análisis bayesiano; Estimación bayesiana; Mínimos cuadrados; Aproximación; Predicción estadística; least-squares approximation of posterior expectations; linear Bayes; credibility theory

UR - http://eudml.org/doc/40821

ER -

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