Bayesian estimation of log-normal means with finite quadratic expected loss

DOI10.1214/12-BA733zbMath1330.62121OpenAlexW1982246026MaRDI QIDQ2633951

Enrico Fabrizi, Carlo Trivisano

Publication date: 5 February 2016

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1354024469

zbMATH Keywords

Bessel functionsBayes estimatorsgeneralized hyperbolic distributiongeneralized inverse gamma distribution

Mathematics Subject Classification ID

Bayesian inference (62F15) Exact distribution theory in statistics (62E15)

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