On the greatest class of conjugate priors and sensitivity of multivariate normal posterior distributions
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Publication:1209606
DOI10.1006/JMVA.1993.1004zbMath0786.62011OpenAlexW2026373300MaRDI QIDQ1209606
Publication date: 16 May 1993
Published in: Journal of Multivariate Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1006/jmva.1993.1004
Bayesian problems; characterization of Bayes procedures (62C10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Related Items (4)
Characterizing multivariate normal distributions by some of its conditionals ⋮ Bivariate, multivariate, and matrix variate normal characterizations: A brief survey II ⋮ Priors with Convenient Posteriors ⋮ Extensions of the conjugate prior through the Kullback--Leibler separators
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