Enriched multinormal priors revisited

DOI10.1016/0304-4076(83)90073-8zbMath0524.62103OpenAlexW2000286500MaRDI QIDQ584885

William S. Jewell

Publication date: 1983

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(83)90073-8

zbMATH Keywords

credibilitycovariance predictorenriching natural conjugate priorslinear transformations of independent marginalsmulti-dimensional exponential family likelihoodsmultinormal priors

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Related Items (2)

Multivariate Credibility for Aggregate Loss Models ⋮ A general framework for credibility prediction of multidimensional first and second moments

Cites Work

• Practical models in credibility theory, including parameter estimation
• Conjugate priors for exponential families
• On optimal parameter estimation in credibility
• Bayesian estimation of the dispersion matrix of a multivariate normal distribution
• The credibility approach to experience rating
• Empirical Bayes credibility
• The jackknife and the variance part of the credibility premium
• The variance part of the credibility premium without the jackknife
• Bayesian Analysis of the Independent Multinormal Process. Neither Mean Nor Precision Known
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