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On standard conjugate families for natural exponential families with bounded natural parameter space
Diaconis and Ylvisaker (1979) give necessary conditions for conjugate priors for distributions from the natural exponential family to be proper as well as to have the property of linear posterior expectation of the mean parameter of the family. Their conditions for propriety and linear posterior exp...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Academic Press
2014
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3990470/ https://www.ncbi.nlm.nih.gov/pubmed/24748693 http://dx.doi.org/10.1016/j.jmva.2014.01.003 |