Posterior Cumulant Relationships in Bayesian Inference Involving the Exponential Family
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Publication:4292124
DOI10.2307/2291286zbMATH Open0794.62018OpenAlexW4247920025WikidataQ63362856 ScholiaQ63362856MaRDI QIDQ4292124FDOQ4292124
Bruno Sansó, Luis Pericchi, A. F. M. Smith
Publication date: 30 June 1994
Full work available at URL: https://doi.org/10.2307/2291286
influenceapproximationBayesian robustnessconjugate analysisposterior distributionsposterior distributioncumulant generating functioncumulantsidentitiesposterior momentslarge observationsexpectation parametersexponentially family
Cited In (14)
- A note on Bayesian robustness for count data
- On the robustness to outliers of the Student‐t process
- Bayesian heavy-tailed models and conflict resolution: a review
- An interview with Luis Raúl Pericchi
- On the validity of the formal Edgeworth expansion for posterior densities
- Integrable expansions for posterior distributions for a two-parameter exponential family
- Exact credibility reference Bayesian premiums
- Modelling conflicting information using subexponential distributions and related classes
- Sampling properties of the Bayesian posterior mean with an application to WALS estimation
- Title not available (Why is that?)
- Bayesian robustness modelling using the O‐regularly varying distributions
- Posterior moments and quantiles for the normal location model with Laplace prior
- Bayesian estimation of a normal mean parameter using the Linex loss function and robustness considerations
- Bayesian robustness modelling of location and scale parameters
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