Empirical Bayes procedures in time series regression models

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dc.contributor.authorWu, Ying-kehen
dc.contributor.committeechairKrutchkoff, Richard G.en
dc.contributor.committeememberArnold, Jesse C.en
dc.contributor.committeememberMittal, Yashaswini D.en
dc.contributor.committeememberFoutz, Robert V.en
dc.contributor.committeememberCapps Jr., Oralen
dc.contributor.departmentStatisticsen
dc.date.accessioned2017-03-10T15:15:11Zen
dc.date.available2017-03-10T15:15:11Zen
dc.date.issued1986en
dc.description.abstractIn this dissertation empirical Bayes estimators for the coefficients in time series regression models are presented. Due to the uncontrollability of time series observations, explanatory variables in each stage do not remain unchanged. A generalization of the results of O'Bryan and Susarla is established and shown to be an extension of the results of Martz and Krutchkoff. Alternatively, as the distribution function of sample observations is hard to obtain except asymptotically, the results of Griffin and Krutchkoff on empirical linear Bayes estimation are extended and then applied to estimating the coefficients in time series regression models. Comparisons between the performance of these two approaches are also made. Finally, predictions in time series regression models using empirical Bayes estimators and empirical linear Bayes estimators are discussed.en
dc.description.degreePh. D.en
dc.format.extentviii, 134 leavesen
dc.format.mimetypeapplication/pdfen
dc.identifier.urihttp://hdl.handle.net/10919/76089en
dc.language.isoen_USen
dc.publisherVirginia Polytechnic Institute and State Universityen
dc.relation.isformatofOCLC# 14642456en
dc.rightsIn Copyrighten
dc.rights.urihttp://rightsstatements.org/vocab/InC/1.0/en
dc.subject.lccLD5655.V856 1986.W823en
dc.subject.lcshParameter estimationen
dc.subject.lcshTime-series analysisen
dc.titleEmpirical Bayes procedures in time series regression modelsen
dc.typeDissertationen
dc.type.dcmitypeTexten
thesis.degree.disciplineStatisticsen
thesis.degree.grantorVirginia Polytechnic Institute and State Universityen
thesis.degree.leveldoctoralen
thesis.degree.namePh. D.en

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