Conjugate Priors for Exponential Families Having Quadratic Variance Functions

DOI10.2307/2290650zbMath0764.62027OpenAlexW4234371802MaRDI QIDQ4037630

Piero Veronese, Guido Consonni

Publication date: 16 May 1993

Full work available at URL: https://doi.org/10.2307/2290650

zbMATH Keywords

natural exponential familyminimax estimatorsmoment conditionsquadratic variance functionleast favorable distributionspartial prior informationhyperparameterlinear posterior expectationstandard conjugate priormonotonicity of the expected posterior variance

Mathematics Subject Classification ID

Bayesian inference (62F15)

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