Posterior moments and quantiles for the normal location model with Laplace prior

DOI10.1080/03610926.2019.1710756OpenAlexW2979188755MaRDI QIDQ5078887

Jan R. Magnus, Giuseppe de~Luca, Franco Peracchi

Publication date: 25 May 2022

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: http://www.eief.it/eief/images/WP_19.11.pdf

zbMATH Keywords

Cornish-Fisher approximationposterior quantilesnormal location modelposterior moments and cumulantsLaplace priorsreflected generalized gamma priors

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Bayesian heavy-tailed models and conflict resolution: a review
• Rearranging Edgeworth-Cornish-Fisher expansions
• Approximate behavior of the posterior distribution for a large observation
• The extended exponential power distribution and Bayesian robustness.
• A characterization of Bayesian robustness for a normal location parameter
• Posterior expectations for large observations
• The Percentile Points of Distributions Having Known Cumulants
• The Bayesian Lasso
• Bayesian lasso regression
• On Bayesian Modeling of Fat Tails and Skewness
• Posterior Cumulant Relationships in Bayesian Inference Involving the Exponential Family
• Estimation of the mean of a univariate normal distribution with known variance
• A note on bounded influence in Bayesian analysis

This page was built for publication: Posterior moments and quantiles for the normal location model with Laplace prior