Posterior Cumulant Relationships in Bayesian Inference Involving the Exponential Family

DOI10.2307/2291286MaRDI QIDQ4292124zbMATHOpenAlexWikidataFDO

Authors Bruno Sansó, Luis Pericchi, A. F. M. Smith

Publication date 30 June 1994

Full work available at URL https://doi.org/10.2307/2291286

zbMATH Keywords

influenceapproximationBayesian robustnessconjugate analysisposterior distributionsposterior distributioncumulant generating functioncumulantsidentitiesposterior momentslarge observationsexpectation parametersexponentially family

Mathematics Subject Classification ID

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

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• Modelling conflicting information using subexponential distributions and related classes
• Posterior inference in curved exponential families under increasing dimensions
• Posterior moments and quantiles for the normal location model with Laplace prior
• Sampling properties of the Bayesian posterior mean with an application to WALS estimation
• Bayesian estimation of a normal mean parameter using the Linex loss function and robustness considerations
• Integrable expansions for posterior distributions for a two-parameter exponential family
• Bayesian heavy-tailed models and conflict resolution: a review
• On the robustness to outliers of the Student‐t process

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