Characterizations of mixtures of continuous distributions by their posterior means
Publication:3218914
DOI10.1080/03461238.1984.10413751zbMath0555.62017OpenAlexW1971085599MaRDI QIDQ3218914
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Publication date: 1984
Published in: Scandinavian Actuarial Journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03461238.1984.10413751
shapecharacterizationBayes estimationexponential familyidentifiability of mixturesnormalscaleposterior meanscollective risk theorygamma density
Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Characterization and structure theory of statistical distributions (62E10)
Related Items (6)
Cites Work
- Characterizations of discrete distributions by a conditional distribution and a regression function
- Statistical decision theory. Foundations, concepts, and methods
- Conjugate priors for exponential families
- Identifiability of mixtures of exponential families
- A characterization of a bivariate distribution by the marginal and the conditional distributions of the same component
- On characterizing some discrete distributions by linear regression
- The poisson-exponential model and the Non-Central Chi-squared distribution
- Identifiability of Mixtures
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