Enriched multinormal priors revisited
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Publication:584885
DOI10.1016/0304-4076(83)90073-8zbMath0524.62103OpenAlexW2000286500MaRDI QIDQ584885
Publication date: 1983
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0304-4076(83)90073-8
credibilitycovariance predictorenriching natural conjugate priorslinear transformations of independent marginalsmulti-dimensional exponential family likelihoodsmultinormal priors
Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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Cites Work
- Practical models in credibility theory, including parameter estimation
- Conjugate priors for exponential families
- On optimal parameter estimation in credibility
- Bayesian estimation of the dispersion matrix of a multivariate normal distribution
- The credibility approach to experience rating
- Empirical Bayes credibility
- The jackknife and the variance part of the credibility premium
- The variance part of the credibility premium without the jackknife
- Bayesian Analysis of the Independent Multinormal Process. Neither Mean Nor Precision Known
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