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Biometrika 1973 60(3):565-571; doi:10.1093/biomet/60.3.565
© 1973 by Biometrika Trust
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Bayes estimation of a convex quadratic

A. O'HAGAN

University College London

The estimation of a quadratic regression curve when the quadratic coefficient is known to be positive is treated by a Bayesian method. The method extends easily to deal with a general linear model under parameter constraints.

Key Words: Linear regression • Bayes • Constrained parameters • Truncation • Multivariate t distribution • Multivariate normal distribution


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