Standardized posterior mode for the flexible use of a conjugate prior

DOI10.1016/J.JSPI.2004.02.004zbMath1061.62042OpenAlexW2084513901MaRDI QIDQ1772673

Takemi Yanagimoto, Toshio Ohnishi

Publication date: 21 April 2005

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2004.02.004

zbMATH Keywords

DualityExponential dispersion modelSmoothing methodEmpirical Bayes methodcharacterization of exponential familiesEquivalent modelsPosterior meanStandard conjugate prior

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Characterization and structure theory of statistical distributions (62E10)

Related Items (3)

Bayesian prediction of a density function in terms of \(e\)-mixture ⋮ Permissible boundary prior function as a virtually proper prior density ⋮ Asymptotical improvement of maximum likelihood estimators on Kullback-Leibler loss

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