The kullback - leibler approximation of the marginal posterior density: An application to the linear functional model |
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Authors: | Josemar Rodrigues |
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Institution: | USP - 13.560 - C.P.-668, Sao Carlos, SP, Brasil |
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Abstract: | The main purpose of this paper is to introduce the Kullback - Leibler approximation to investigate the estimation of the unobserved x values in a simple linear regression model when the variables are measured vith error. The mean and the variance of the Kullback- Leibler approximatin are shown to coincide with the estimators considered by Fuller, (1987, p.38). The Kulback-Leibler approximation in the modal approximation (Kass et al., 1990) of the exact marginal posterior of the real value x. |
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Keywords: | Marginal posterior Kullback-Leibler measure linear functional models |
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