The present article considers Bayesian unit root test for autoregressive model involving structural break in variance. The posterior odds ratio for testing of unit root hypothesis against the alternative of break in variance has been derived under appropriate prior assumptions for the...

The main objective of present paper is to consider robust Bayesian analysis of the Weibull failure model under an <InlineEquation ID="IEq1"> <EquationSource Format="TEX">$$\varepsilon $$</EquationSource> <EquationSource Format="MATHML"> <math xmlns:xlink="http://www.w3.org/1999/xlink"> <mi mathvariant="italic">ε</mi> </math> </EquationSource> </InlineEquation>-contamination class of priors for the parameters. The Bayes estimators for the mean life, reliability function and failure rate are obtained under the...</equationsource></equationsource></inlineequation>

In this article, a family of feasible generalized double k-class estimator in a linear regression model with non-spherical disturbances is considered. The performance of this estimator is judged with feasible generalized least-squares and feasible generalized Stein-rule estimators under balanced...

The present paper considers the testing of unit root hypothesis for an autoregressive model with polynomial trend under Bayesian framework. Under the unit root hypothesis the trend component does not vanish completely and its degree reduces by one. The posterior odds ratio for the unit root...