Extensions of the conjugate prior through the Kullback--Leibler separators
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Publication:2486176
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)
DualityLoss functionEstimation of a mean vectorKullback-Leibler separatorReproductive exponential family
Multivariate distribution of statistics (62H10) Estimation in multivariate analysis (62H12) Bayesian problems; characterization of Bayes procedures (62C10)
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