Posterior variance for quadratic natural
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Denys Pommeret
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Article
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2001
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Elsevier Science
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English
โ 93 KB
Within the framework of the quadratic natural exponential families we construct a basis of polynomials orthogonal with respect to the posterior density. This construction is adapted from Walter and Hamedani (Ann. Statist. 3 (1991) 1191) and we exploit them to establish lower bounds for the posterior