Prediction from a normal model using a generalized inverse Gaussian prior

DOI10.1007/BF02925516zbMath0928.62026MaRDI QIDQ1290860

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

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

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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