Prediction from a normal model using a generalized inverse Gaussian prior

DOI10.1007/BF02925516zbMATH Open0928.62026MaRDI QIDQ1290860FDOQ1290860

M. Safiul Haq, Lehana Thabane

Publication date: 11 January 2000

Published in: Statistical Papers (Search for Journal in Brave)

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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)

Cites Work

• Statistical properties of the generalized inverse Gaussian distribution
• Title not available (Why is that?)
• First hitting time models for the generalized inverse Gaussian distribution
• Statistical Properties of Inverse Gaussian Distributions. I
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• Prediction and Decision Problems in Regression Models from the Bayesian Point of View
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• Bayesian multivariate normal analysis with a wishart prior
• Bayesian normal analysis with an inverse Gaussian prior
• Title not available (Why is that?)
• On prediction from the location-scale model with a compound error distribution

Cited In (4)

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

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