Prediction from a normal model using a generalized inverse Gaussian prior
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Publication:1290860
DOI10.1007/BF02925516zbMath0928.62026MaRDI QIDQ1290860
Publication date: 11 January 2000
Published in: Statistical Papers (Search for Journal in Brave)
normal distributiongeneralized inverse Gaussian distributionprediction distributionmultivariate generalized modified Bessel distribution
Related Items (2)
The exponentiated generalized inverse Gaussian distribution ⋮ Bayesian Conditional Mean Estimation in Log‐Normal Linear Regression Models with Finite Quadratic Expected Loss
Cites Work
- Bayesian normal analysis with an inverse Gaussian prior
- Statistical properties of the generalized inverse Gaussian distribution
- First hitting time models for the generalized inverse Gaussian distribution
- Statistical Properties of Inverse Gaussian Distributions. I
- On prediction from the location-scale model with a compound error distribution
- Bayesian multivariate normal analysis with a wishart prior
- Prediction and Decision Problems in Regression Models from the Bayesian Point of View
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