JAMDS
2000
13 years 4 months ago
2000
Bian and Dickey (1996) developed a robust Bayesian estimator for the vector of regression coefficients using a Cauchy-type g-prior. This estimator is an adaptive weighted average o...
JAMDS
2000
13 years 4 months ago
2000
We develop a methodology for evaluating a decision strategy generated by a stochastic optimization model. The methodology is based on a pilot study in which we estimate the distri...
JAMDS
2000
13 years 4 months ago
2000
The aim of this work is to obtain explicit conditions (i.e., conditions on the transition rates) for the stochastic comparison of Markov Processes. A general coupling technique is ...