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Modelling and Prediction Honoring Seymour Geisser

  • Jack C. Lee
  • Wesley O. Johnson
  • Arnold Zellner

Table of contents

  1. Front Matter
    Pages i-xvi
  2. General Methodological Issues

  3. Prediction

  4. Design of Experiments and Classification

  5. Prior Distributions and Estimation

  6. Posterior Odds, Testing and Model Selection

  7. Modelling and Prediction in Finance

    1. Front Matter
      Pages 323-323
    2. Takeaki Kariya, Hiroshi Tsuda
      Pages 350-356
  8. Time Series Modelling and Applications

    1. Front Matter
      Pages 363-363
    2. Clive W. J. Granger, Lin Jin-Lung
      Pages 378-388
    3. Wolfgang Polasek, Hideo Kozumi
      Pages 402-413
    4. Gregory C. Reinsel, George C. Tiao
      Pages 423-432
  9. Back Matter
    Pages 441-448

About this book

Introduction

Modelling and Prediction Honoring Seymour Geisser contains the refereed proceedings of the Conference on Forecasting, Prediction, and Modelling held at National Chiao Tung University, Taiwan in 1994. The papers discuss general methodological issues; prediction; design of experiments and classification; prior distributions and estimation; posterior odds, testing, and model selection; modelling and prediction in finance; and time series modelling and applications. Specific topics include very interesting and topical statistical issues related to DNA fingerprinting and spatial image reconstruction, foundational issues for applied statistics and testing hypotheses, forecasting tax revenues and bond prices, and assessing oxone depletion.

Keywords

DNA Statistica applied statistics classification design distribution fingerprint model modeling modelling selection statistics testing time time series

Editors and affiliations

  • Jack C. Lee
    • 1
  • Wesley O. Johnson
    • 2
  • Arnold Zellner
    • 3
  1. 1.Institute of StatisticsNational Chiao Tung UniversityHsichuTaiwan R.O.C
  2. 2.Department of StatisticsUniversity of California, DavisDavisUSA
  3. 3.Graduate School of BusinessUniversity of ChicagoChicagoUSA

Bibliographic information

  • DOI https://doi.org/10.1007/978-1-4612-2414-3
  • Copyright Information Springer Science+Business Media New York 1996
  • Publisher Name Springer, New York, NY
  • eBook Packages Springer Book Archive
  • Print ISBN 978-1-4612-7529-9
  • Online ISBN 978-1-4612-2414-3
  • Buy this book on publisher's site