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)

Recommendations

• Generalized inverse normal distributions
• Optimal predictive method for estimating the inverse Gaussian density
• Prediction Intervals for Future Observations from the Inverse Gaussian Distribution
• scientific article; zbMATH DE number 1133215
• Improved prediction for a multivariate normal distribution with unknown mean and variance

Cites work

• scientific article; zbMATH DE number 4147324 (Why is no real title available?)
• scientific article; zbMATH DE number 3824228 (Why is no real title available?)
• scientific article; zbMATH DE number 3513162 (Why is no real title available?)
• scientific article; zbMATH DE number 735230 (Why is no real title available?)
• scientific article; zbMATH DE number 3205746 (Why is no real title available?)
• scientific article; zbMATH DE number 3366343 (Why is no real title available?)
• 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
• Statistical properties of the generalized inverse Gaussian 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

This page was built for publication: Prediction from a normal model using a generalized inverse Gaussian prior

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1290860)