Prediction from a normal model using a generalized inverse Gaussian prior

DOI10.1007/BF02925516MaRDI QIDQ1290860zbMATH OpenFDO

Authors M. Safiul Haq, Lehana Thabane

Publication date 11 January 2000

Published in Statistical Papers (Search for Journal in Brave)

zbMATH Keywords

normal distributiongeneralized inverse Gaussian distributionprediction distributionmultivariate generalized modified Bessel distribution

Mathematics Subject Classification ID

Bayesian inference (62F15) Inference from stochastic processes and prediction (62M20)

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Cites work

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• Bayesian multivariate normal analysis with a wishart prior
• Bayesian normal analysis with an inverse Gaussian prior
• First hitting time models for the generalized inverse Gaussian distribution
• On prediction from the location-scale model with a compound error distribution
• Prediction and Decision Problems in Regression Models from the Bayesian Point of View
• Statistical Properties of Inverse Gaussian Distributions. I
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Cited in

(4)

• The exponentiated generalized inverse Gaussian distribution
• Prediction Intervals for Future Observations from the Inverse Gaussian Distribution
• Optimal predictive method for estimating the inverse Gaussian density
• Bayesian conditional mean estimation in log-normal linear regression models with finite quadratic expected loss

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