Laplace approximations for natural exponential families with cuts

Scandinavian Journal of Statistics

Volumn 25, Issue 1, 1998, Pages 77-92

  Efstathiou, M ^a   Gutierrez Pena E ^a,b   Smith, A F M ^a  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

^b UNIVERSIDAD NACIONAL AUTÓNOMA DE MÉXICO   (Mexico)

Author keywords

Conjugate prior; Cut; Fully exponential form; Laplace approximation; Marginal density; Mixed parameterization; Natural exponential family; Simple quadratic variance function; Standard form

Indexed keywords

EID: 0032396578     PISSN: 03036898     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-9469.00090     Document Type: Article

References (13)

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