The results of analyzing experimental data using a parametric model may heavily depend on the chosen model. In this paper we propose procedures for the adequate selection of nonlinear regression models if the intended use of the model is among the following: prediction of future values of the...

A definition of selfinformative Bayes carriers or limits is given as a description of an approach to noninformative Bayes estimation in non- and semiparametric models. It takes the posterior w.r.t. a prior as a new prior and repeats this procedure again and again. A main objective of the paper...

This paper discusses a methodology which uses time series cross sectional datafor the estimation of a time dependent regression function depending on explanatory variables and for the prediction of values of the dependent variable. The methodology assumes independent observations and is based on...