Moment matching priors

DOI10.1007/s13171-011-0012-2zbMath1267.62043OpenAlexW2099783431MaRDI QIDQ354215

Ruitao Liu, Malay Ghosh

Publication date: 18 July 2013

Published in: Sankhyā. Series A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s13171-011-0012-2

zbMATH Keywords

asymptotic expansionmaximum likelihoodexponential familyposterior meanproper dispersion modelslocation-scale family

Mathematics Subject Classification ID

Point estimation (62F10) Bayesian inference (62F15) Characterization and structure theory of statistical distributions (62E10)

Related Items (6)

Asymptotic expansion of the posterior based on pairwise likelihood ⋮ Bayes Optimal Informer Sets for Early-Stage Drug Discovery ⋮ Asymptotic expansion of the posterior density in high dimensional generalized linear models ⋮ Objective priors: an introduction for frequentists ⋮ Discussion on ``Objective priors: an introduction for frequentists by M. Ghosh ⋮ Moment matching priors for non-regular models

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