𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Bayesian normal analysis with an inverse Gaussian prior

✍ Scribed by Samir K. Bhattacharya


Publisher
Springer Japan
Year
1987
Tongue
English
Weight
137 KB
Volume
39
Category
Article
ISSN
0020-3157

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Bayesian analysis of vector-autoregressi
✍ Dongchu Sun; Shawn Ni πŸ“‚ Article πŸ“… 2004 πŸ› Elsevier Science 🌐 English βš– 288 KB

In this paper, we investigate the properties of Bayes estimators of vector autoregression (VAR) coe cients and the covariance matrix under two commonly employed loss functions. We point out that the posterior mean of the variances of the VAR errors under the Je reys prior is likely to have an over-e

An EM type algorithm for maximum likelih
✍ Dimitris Karlis πŸ“‚ Article πŸ“… 2002 πŸ› Elsevier Science 🌐 English βš– 134 KB

The Normal-Inverse Gaussian distribution arises as a Normal variance-mean mixture with an Inverse Gaussian mixing distribution. This article deals with Maximum Likelihood estimation of the parameters of the Normal-Inverse Gaussian distribution. Due to the complexity of the likelihood, direct maximiz