Characterizing priors by posterior expectations in multivariate analysis

DOI10.1016/0167-9473(90)90003-ZzbMath0825.62404OpenAlexW2047337265MaRDI QIDQ1896074

J. J. J. Roux, Andriëtte Bekker

Publication date: 17 August 1995

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-9473(90)90003-z

zbMATH Keywords

identifiabilityconditional distributionBayes estimatorsexponential formmulti-variate normal, Wishart

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Bayesian inference (62F15)

Cites Work

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• Characterizing priors by posterior expectations in multiparameter exponential families
• Bayesian normal analysis with an inverse Gaussian prior
• Identifiability of mixtures of exponential families
• Characterizations of mixtures of continuous distributions by their posterior means
• Identifiability of Mixtures
• Some Non-Central Distribution Problems in Multivariate Analysis

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