Bayesian analysis based on the Jeffreys prior for the hyperbolic distribution
type: Item
instance of: scholarly article
title: Bayesian analysis based on the Jeffreys prior for the hyperbolic distribution
zbMATH Open document ID: 1319.62060
DOI: 10.1214/11-BJPS142
author: Thaís C. O. Fonseca
author: Helio S. Migon
author: Marco A. R. Ferreira
published in: Brazilian Journal of Probability and Statistics
publication date: 2012-08-30T00:00:00Z
full work available at URL: https://projecteuclid.org/euclid.bjps/1341320246
Mathematics Subject Classification ID: 62F15
Mathematics Subject Classification ID: 62F10
Mathematics Subject Classification ID: 62E15
Mathematics Subject Classification ID: 62G32
zbMATH DE Number: 6074101
zbMATH Keywords: asymmetry
zbMATH Keywords: heavy tails
zbMATH Keywords: normal-mean mixture
zbMATH Keywords: noninformative prior
describes a project that uses: R
describes a project that uses: sn
MaRDI profile type: Publication
cites work: Q3331506
cites work: Q3703094
cites work: The Skew-normal Distribution and Related Multivariate Families*
cites work: Models for non-Gaussian variation, with applications to turbulence
cites work: Q3951375
cites work: The Two-Dimensional Hyperbolic Distribution and Related Distributions, with an Application to Johannsen's Bean Data
cites work: Hyperbolic distributions in finance
cites work: Bias reduction of maximum likelihood estimates
cites work: Objective Bayesian analysis for the Student-t regression model
cites work: Statistical properties of the generalized inverse Gaussian distribution
cites work: A note on reference priors for the scalar skew-normal distribution
cites work: Q4935943
cites work: The extended generalized inverse Gaussian distribution for log-linear and stochastic volatility models
cites work: Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms
OpenAlex ID: W2008408285
description: scientific article; zbMATH DE number 6074101