Posterior moments and quantiles for the normal location model with Laplace prior. Issue 17 (9th August 2021)
- Record Type:
- Journal Article
- Title:
- Posterior moments and quantiles for the normal location model with Laplace prior. Issue 17 (9th August 2021)
- Main Title:
- Posterior moments and quantiles for the normal location model with Laplace prior
- Authors:
- De Luca, Giuseppe
Magnus, Jan R.
Peracchi, Franco - Abstract:
- Abstract: We derive explicit expressions for arbitrary moments and quantiles of the posterior distribution of the location parameter η in the normal location model with Laplace prior, and use the results to approximate the posterior distribution of sums of independent copies of η .
- Is Part Of:
- Communications in statistics. Volume 50:Issue 17(2021)
- Journal:
- Communications in statistics
- Issue:
- Volume 50:Issue 17(2021)
- Issue Display:
- Volume 50, Issue 17 (2021)
- Year:
- 2021
- Volume:
- 50
- Issue:
- 17
- Issue Sort Value:
- 2021-0050-0017-0000
- Page Start:
- 4039
- Page End:
- 4049
- Publication Date:
- 2021-08-09
- Subjects:
- Normal location model -- Laplace priors -- reflected generalized gamma priors -- posterior moments and cumulants -- posterior quantiles -- Cornish–Fisher approximation
Mathematical statistics -- Periodicals
Mathematics
Statistics
519.2 - Journal URLs:
- http://www.tandfonline.com/ ↗
- DOI:
- 10.1080/03610926.2019.1710756 ↗
- Languages:
- English
- ISSNs:
- 0361-0926
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 3363.432000
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 18888.xml