Bayesian analysis based on the Jeffreys prior for the hyperbolic distribution
DOI10.1214/11-BJPS142zbMATH Open1319.62060OpenAlexW2008408285MaRDI QIDQ447973FDOQ447973
Thaís C. O. Fonseca, Helio S. Migon, Marco A. R. Ferreira
Publication date: 30 August 2012
Published in: Brazilian Journal of Probability and Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.bjps/1341320246
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Cites Work
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- Bias reduction of maximum likelihood estimates
- The Skew-normal Distribution and Related Multivariate Families*
- Statistical properties of the generalized inverse Gaussian distribution
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- Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
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- Models for non-Gaussian variation, with applications to turbulence
- Objective Bayesian analysis for the Student-t regression model
- The extended generalized inverse Gaussian distribution for log-linear and stochastic volatility models
- The Two-Dimensional Hyperbolic Distribution and Related Distributions, with an Application to Johannsen's Bean Data
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Cited In (7)
- Option pricing with bivariate risk-neutral density via copula and heteroscedastic model: a Bayesian approach
- Fast and scalable computations for Gaussian hierarchical models with intrinsic conditional autoregressive spatial random effects
- Log-symmetric distributions: statistical properties and parameter estimation
- On modelling asymmetric data using two-piece sinh-arcsinh distributions
- On the computation of multivariate scenario sets for the skew-\(t\) and generalized hyperbolic families
- Rejoinder: ``Inference in two-piece location-scale models with Jeffreys priors
- Penalized maximum likelihood estimation in the modified extended Weibull distribution
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