Exponential and bayesian conjugate families: Review and extensions
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DOI: 10.1007/BF02564426
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References listed on IDEAS
- Magiera, Ryszard & Wilczynski, Maciej, 1991. "Conjugate priors for exponential-type processes," Statistics & Probability Letters, Elsevier, vol. 12(5), pages 379-384, November.
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Cited by:
- Pitt, M.K. & Walker, S.G., 2001. "Construction of Stationary Time Series via the Giggs Sampler with Application to Volatility Models," The Warwick Economics Research Paper Series (TWERPS) 595, University of Warwick, Department of Economics.
- Consonni, Guido & Veronese, Piero & Gutiérrez-Peña, Eduardo, 2004. "Reference priors for exponential families with simple quadratic variance function," Journal of Multivariate Analysis, Elsevier, vol. 88(2), pages 335-364, February.
- Martínez-Ovando Juan Carlos & Olivares-Guzmán Sergio I. & Roldán-Rodríguez Adriana, 2014. "Predictive Inference on Finite Populations Segmented in Planned and Unplanned Domains," Working Papers 2014-04, Banco de México.
- Rufo, M.J. & Pérez, C.J. & MartÃn, J., 2009. "Local parametric sensitivity for mixture models of lifetime distributions," Reliability Engineering and System Safety, Elsevier, vol. 94(7), pages 1238-1244.
- Yanagimoto, Takemi & Ohnishi, Toshio, 2005. "Extensions of the conjugate prior through the Kullback-Leibler separators," Journal of Multivariate Analysis, Elsevier, vol. 92(1), pages 116-133, January.
- Luis Nieto-Barajas & Eduardo Gutiérrez-Peña, 2022. "General dependence structures for some models based on exponential families with quadratic variance functions," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 31(3), pages 699-716, September.
- Matthew Reimherr & Xiao‐Li Meng & Dan L. Nicolae, 2021. "Prior sample size extensions for assessing prior impact and prior‐likelihood discordance," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 83(3), pages 413-437, July.
- Stephen Walker & Eduardo Gutiérrez-Peña, 2011. "A decision-theoretical view of default priors," Theory and Decision, Springer, vol. 70(1), pages 1-11, January.
- Rufo, M.J. & Pérez, C.J. & Martín, J., 2010. "Merging experts' opinions: A Bayesian hierarchical model with mixture of prior distributions," European Journal of Operational Research, Elsevier, vol. 207(1), pages 284-289, November.
- Jianzhong Zhou & Kuaile Feng & Yi Liu & Chao Zhou & Feifei He & Guangbiao Liu & Zhongzheng He, 2020. "A Hydrologic Uncertainty Processor Using Linear Derivation in the Normal Quantile Transform Space," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 34(11), pages 3649-3665, September.
- Pitt, Michael K. & Walker, Stephen G., 2001. "Construction of Stationary Time Series via the Gibbs Sampler with Application to Volatility Models," Economic Research Papers 269365, University of Warwick - Department of Economics.
- F. Girón & Elías Moreno, 1998. "A note on an assertion by E. Gutiérrez-Peña and A.F.M. Smith (Test, 1997, p.87)," TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, Springer;Sociedad de Estadística e Investigación Operativa, vol. 7(2), pages 427-429, December.
- 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
Bayesian Inference; Conjugate Parameterisation; Enriched Prior; Extended Conjugate Family; Posterior Linearity; Quadratic Variance Function; Reducibility; Skewness Vector;All these keywords.
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