An identity for multidimensional continuous exponential families and its applications

DOI10.1016/0047-259X(88)90107-8zbMath0635.62043MaRDI QIDQ1097608

Jine-Phone Chou

Publication date: 1988

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

exponential familyconjugate priorposterior covariance matrixposterior meanquadratic lossUMVUEnatural parameterunbiased estimatoridentity classesimproved estimator

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Multivariate analysis (62H99) Estimation in multivariate analysis (62H12) Point estimation (62F10) Bayesian inference (62F15) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Related Items (7)

Chernoff-type inequality and variance bounds ⋮ On standard conjugate families for natural exponential families with bounded natural parameter space ⋮ Minimax estimation of means of multivariate normal mixtures ⋮ Characterizations of multivariate life distributions ⋮ Lower variance bounds and a new proof of the central limit theorem ⋮ Characterizations of multidimensional exponential families by Cacoullos- type inequalities ⋮ Variational inequalities for arbitrary multivariate distributions

Cites Work

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• Natural exponential families with quadratic variance functions: Statistical theory
• Estimation of the mean of a multivariate normal distribution
• Natural exponential families with quadratic variance functions
• Admissible minimax estimation of a multivariate normal mean with arbitrary quadratic loss
• A natural identity for exponential families with applications in multiparameter estimation
• Conjugate priors for exponential families

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