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Volumn 84, Issue 3, 1997, Pages 727-732

Moments for the canonical parameter of an exponential family under a conjugate distribution

Author keywords

Bayesian inference; Conjugate analysis; Cumulant transform; Simple quadratic variance function

Indexed keywords


EID: 0007226804     PISSN: 00063444     EISSN: None     Source Type: Journal    
DOI: 10.1093/biomet/84.3.727     Document Type: Article
Times cited : (8)

References (12)
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  • 4
    • 0010950615 scopus 로고
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  • 5
    • 0000811835 scopus 로고
    • Conjugate priors for exponential families
    • DIACONIS, P. & YLVISAKER, D. (1979). Conjugate priors for exponential families. Ann. Statist. 7, 269-81.
    • (1979) Ann. Statist. , vol.7 , pp. 269-281
    • Diaconis, P.1    Ylvisaker, D.2
  • 6
    • 0011799954 scopus 로고
    • Expected logarithmic divergence for exponential families
    • Ed. J. M. Bernardo, J. O. Berger, A. P. Dawid and A. F. M. Smith, Oxford: Oxford University Press
    • GUTIÉRREZ-PEÑA, E. (1992). Expected logarithmic divergence for exponential families. In Bayesian Statistics 4, Ed. J. M. Bernardo, J. O. Berger, A. P. Dawid and A. F. M. Smith, pp. 669-74. Oxford: Oxford University Press.
    • (1992) Bayesian Statistics , vol.4 , pp. 669-674
    • Gutiérrez-Peña, E.1
  • 7
    • 0002521336 scopus 로고    scopus 로고
    • Exponential and Bayesian conjugate families: Review and extensions
    • To appear
    • GUTIÉRREZ-PEÑA, E. & SMITH, A. F. M. (1997). Exponential and Bayesian conjugate families: review and extensions (with Discussion). Test. To appear.
    • (1997) Test
    • Gutiérrez-Peña, E.1    Smith, A.F.M.2
  • 8
    • 0010951940 scopus 로고
    • Sur une propriété des familles exponentielles naturelles de variance quadratique
    • JORGENSEN, B., LETAC, G. & SESHADRI, V. (1989). Sur une propriété des familles exponentielles naturelles de variance quadratique. Can. J. Statist. 17, 1-8.
    • (1989) Can. J. Statist. , vol.17 , pp. 1-8
    • Jorgensen, B.1    Letac, G.2    Seshadri, V.3
  • 9
    • 0002233396 scopus 로고
    • Natural exponential families with quadratic variance functions
    • MORRIS, C. N. (1982). Natural exponential families with quadratic variance functions. Ann. Statist. 10, 65-80.
    • (1982) Ann. Statist. , vol.10 , pp. 65-80
    • Morris, C.N.1
  • 10
    • 0000405155 scopus 로고
    • Natural exponential families with quadratic variance functions: Statistical theory
    • MORRIS, C. N. (1983). Natural exponential families with quadratic variance functions: statistical theory. Ann. Statist. 11, 515-29.
    • (1983) Ann. Statist. , vol.11 , pp. 515-529
    • Morris, C.N.1
  • 11
    • 21344494619 scopus 로고
    • Posterior cumulant relationships in Bayesian inference involving the exponential family
    • PERICCHI, L. R., SANSO, B. & SMITH, A. F. M. (1993). Posterior cumulant relationships in Bayesian inference involving the exponential family. J. Am. Statist. Assoc. 88, 1419-26.
    • (1993) J. Am. Statist. Assoc. , vol.88 , pp. 1419-1426
    • Pericchi, L.R.1    Sanso, B.2    Smith, A.F.M.3
  • 12
    • 84919201360 scopus 로고
    • Dynamic generalized linear models and Bayesian forecasting
    • WEST, M., HARRISON, P. J. & MIGON, H. S. (1985). Dynamic generalized linear models and Bayesian forecasting (with Discussion). J. Am. Statist. Assoc. 80, 73-97.
    • (1985) J. Am. Statist. Assoc. , vol.80 , pp. 73-97
    • West, M.1    Harrison, P.J.2    Migon, H.S.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.