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Posterior moments and quantiles for the normal location model with Laplace prior
- Source :
- De Luca, G, Magnus, J R & Peracchi, F 2021, ' Posterior moments and quantiles for the normal location model with Laplace prior ', Communications in Statistics-Theory and Methods, vol. 50, no. 17, pp. 4039-4049 . https://doi.org/10.1080/03610926.2019.1710756, Communications in Statistics-Theory and Methods, 50(17), 4039-4049. Taylor and Francis Ltd.
- Publication Year :
- 2020
- Publisher :
- Informa UK Limited, 2020.
-
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.
- Subjects :
- Statistics and Probability
Laplace priors
Laplace prior
Location parameter
reflected generalized gamma prior
Settore SECS-P/05
Posterior probability
0211 other engineering and technologies
Settore SECS-P/05 - Econometria
02 engineering and technology
01 natural sciences
Cornish-Fisher approximation
010104 statistics & probability
Statistics::Methodology
posterior quantile
0101 mathematics
posterior moments and cumulants
Mathematics
reflected generalized gamma priors
021103 operations research
Laplace transform
Location model
Mathematical analysis
Statistics::Computation
posterior moments and cumulant
Cornish–Fisher approximation
Settore SECS-S/01 - Statistica
Normal location model
posterior quantiles
Quantile
Subjects
Details
- ISSN :
- 1532415X and 03610926
- Volume :
- 50
- Database :
- OpenAIRE
- Journal :
- Communications in Statistics - Theory and Methods
- Accession number :
- edsair.doi.dedup.....07c53cbd52e40315a85987ef05c735a8
- Full Text :
- https://doi.org/10.1080/03610926.2019.1710756