Extensions of the conjugate prior through the Kullback--Leibler separators

DOI10.1016/S0047-259X(03)00133-7zbMath1064.62007MaRDI QIDQ2486176

Takemi Yanagimoto, Toshio Ohnishi

Publication date: 5 August 2005

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

zbMATH Keywords

DualityLoss functionEstimation of a mean vectorKullback-Leibler separatorReproductive exponential family

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Bayesian problems; characterization of Bayes procedures (62C10)

Related Items

Bayesian prediction of a density function in terms of \(e\)-mixture, Data-free inference of the joint distribution of uncertain model parameters, Bayesian estimator of multiple Poisson means assuming two different priors, Standardized posterior mode for the flexible use of a conjugate prior

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