Bayesian approach to cubic natural exponential families

DOI10.1016/j.spl.2013.04.020zbMath1383.62062arXiv1211.2299OpenAlexW1992032126MaRDI QIDQ2637357

Marwa Hamza, Abdelhamid Hassairi

Publication date: 11 February 2014

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1211.2299

zbMATH Keywords

variance functionprior distributionposterior expectation

Mathematics Subject Classification ID

Bayesian inference (62F15) Exact distribution theory in statistics (62E15)

Cites Work

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• Natural real exponential families with cubic variance functions
• Natural exponential families with quadratic variance functions
• Conjugate priors for exponential families
• The \(2d+4\) simple quadratic natural exponential families on \(\mathbb{R}^ d\)
• Characterization of the cubic exponential families by orthogonality of polynomials.
• Conjugate Priors for Exponential Families Having Quadratic Variance Functions
• Implicit Distributions and Estimation
• Some Classes of Orthogonal Polynomials Associated with Martingales

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