Posterior variance for quadratic natural exponential families

DOI10.1016/S0167-7152(01)00024-4zbMath0982.62004WikidataQ127548381 ScholiaQ127548381MaRDI QIDQ5952104

Denys Pommeret

Publication date: 7 April 2002

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

zbMATH Keywords

orthogonal polynomialsnatural exponential familiesposterior variance

Mathematics Subject Classification ID

Bayesian inference (62F15) Exact distribution theory in statistics (62E15) Characterization and structure theory of statistical distributions (62E10)

Related Items

Gibbs sampling, exponential families and orthogonal polynomials, Some measures of robustness for unbiased estimators in one-parameter natural exponential families with quadratic variance function

Cites Work

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• Natural exponential families with quadratic variance functions
• Bayes empirical Bayes estimation for natural exponential families with quadratic variance functions
• The \(2d+4\) simple quadratic natural exponential families on \(\mathbb{R}^ d\)
• Cramér--Rao bounds for posterior variances
• Conjugate Parameterizations for Natural Exponential Families
• Some Classes of Orthogonal Polynomials Associated with Martingales