Conjugate Priors for Exponential Families Having Quadratic Variance Functions
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Publication:4037630
DOI10.2307/2290650zbMath0764.62027OpenAlexW4234371802MaRDI QIDQ4037630
Piero Veronese, Guido Consonni
Publication date: 16 May 1993
Full work available at URL: https://doi.org/10.2307/2290650
natural exponential familyminimax estimatorsmoment conditionsquadratic variance functionleast favorable distributionspartial prior informationhyperparameterlinear posterior expectationstandard conjugate priormonotonicity of the expected posterior variance
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