An identity for multidimensional continuous exponential families and its applications
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Cited by:
- Pommeret Denys, 2002. "Information Inequalities For The Risks In Simple Quadratic Exponential Families," Statistics & Risk Modeling, De Gruyter, vol. 20(1-4), pages 81-94, April.
- Papadatos, N. & Papathanasiou, V., 1998. "Variational Inequalities for Arbitrary Multivariate Distributions," Journal of Multivariate Analysis, Elsevier, vol. 67(2), pages 154-168, November.
- Nair, N. Unnikrishnan & Sankaran, P.G., 2008. "Characterizations of multivariate life distributions," Journal of Multivariate Analysis, Elsevier, vol. 99(9), pages 2096-2107, October.
- Hornik, Kurt & Grün, Bettina, 2014. "On standard conjugate families for natural exponential families with bounded natural parameter space," Journal of Multivariate Analysis, Elsevier, vol. 126(C), pages 14-24.
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Keywords
multidimensional exponential families natural parameters multiparameter estimation quadratic error loss function UMVUE improved estimator Bayesian statistics conjugate priors posterior mean posterior covariance matrix;Statistics
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