Matches in SemOpenAlex for { <https://semopenalex.org/work/W4234371802> ?p ?o ?g. }
Showing items 1 to 70 of
70
with 100 items per page.
- W4234371802 endingPage "1123" @default.
- W4234371802 startingPage "1123" @default.
- W4234371802 abstract "Abstract Consider a natural exponential family parameterized by θ. It is well known that the standard conjugate prior on θ is characterized by a condition of posterior linearity for the expectation of the model mean parameter μ. Often, however, this family is not parameterized in terms of θ but rather in terms of a more usual parameter, such at the mean μ. The main question we address is: Under what conditions does a standard conjugate prior on μ induce a linear posterior expectation on μ itself? We prove that essentially this happens iff the exponential family has quadratic variance function. A consequence of this result is that the standard conjugate on μ coincides with the prior on μ induced by the standard conjugate on θ iff the variance function is quadratic. The rest of the article covers more specific issues related to conjugate priors for exponential families. In particular, we analyze the monotonicity of the expected posterior variance for μ with respect to the sample size and the hyperparameter “prior sample size” that appears in the conjugate distribution. Finally, we consider a situation in which a class of priors on θ, say Γ, is specified by some moment conditions. We revisit and extend previous results relating conjugate priors to Γ-least favorable distributions and Γ-minimax estimators." @default.
- W4234371802 created "2022-05-12" @default.
- W4234371802 creator A5002117750 @default.
- W4234371802 creator A5037435879 @default.
- W4234371802 date "1992-12-01" @default.
- W4234371802 modified "2023-09-23" @default.
- W4234371802 title "Conjugate Priors for Exponential Families Having Quadratic Variance Functions" @default.
- W4234371802 doi "https://doi.org/10.2307/2290650" @default.
- W4234371802 hasPublicationYear "1992" @default.
- W4234371802 type Work @default.
- W4234371802 citedByCount "7" @default.
- W4234371802 crossrefType "journal-article" @default.
- W4234371802 hasAuthorship W4234371802A5002117750 @default.
- W4234371802 hasAuthorship W4234371802A5037435879 @default.
- W4234371802 hasConcept C105795698 @default.
- W4234371802 hasConcept C107673813 @default.
- W4234371802 hasConcept C11413529 @default.
- W4234371802 hasConcept C114614502 @default.
- W4234371802 hasConcept C129844170 @default.
- W4234371802 hasConcept C160234255 @default.
- W4234371802 hasConcept C165464430 @default.
- W4234371802 hasConcept C177769412 @default.
- W4234371802 hasConcept C185429906 @default.
- W4234371802 hasConcept C2524010 @default.
- W4234371802 hasConcept C26004113 @default.
- W4234371802 hasConcept C28826006 @default.
- W4234371802 hasConcept C33923547 @default.
- W4234371802 hasConcept C37903108 @default.
- W4234371802 hasConcept C55974624 @default.
- W4234371802 hasConcept C60775368 @default.
- W4234371802 hasConcept C83247935 @default.
- W4234371802 hasConcept C8642999 @default.
- W4234371802 hasConceptScore W4234371802C105795698 @default.
- W4234371802 hasConceptScore W4234371802C107673813 @default.
- W4234371802 hasConceptScore W4234371802C11413529 @default.
- W4234371802 hasConceptScore W4234371802C114614502 @default.
- W4234371802 hasConceptScore W4234371802C129844170 @default.
- W4234371802 hasConceptScore W4234371802C160234255 @default.
- W4234371802 hasConceptScore W4234371802C165464430 @default.
- W4234371802 hasConceptScore W4234371802C177769412 @default.
- W4234371802 hasConceptScore W4234371802C185429906 @default.
- W4234371802 hasConceptScore W4234371802C2524010 @default.
- W4234371802 hasConceptScore W4234371802C26004113 @default.
- W4234371802 hasConceptScore W4234371802C28826006 @default.
- W4234371802 hasConceptScore W4234371802C33923547 @default.
- W4234371802 hasConceptScore W4234371802C37903108 @default.
- W4234371802 hasConceptScore W4234371802C55974624 @default.
- W4234371802 hasConceptScore W4234371802C60775368 @default.
- W4234371802 hasConceptScore W4234371802C83247935 @default.
- W4234371802 hasConceptScore W4234371802C8642999 @default.
- W4234371802 hasIssue "420" @default.
- W4234371802 hasLocation W42343718021 @default.
- W4234371802 hasOpenAccess W4234371802 @default.
- W4234371802 hasPrimaryLocation W42343718021 @default.
- W4234371802 hasRelatedWork W1992472087 @default.
- W4234371802 hasRelatedWork W1996059586 @default.
- W4234371802 hasRelatedWork W2080878993 @default.
- W4234371802 hasRelatedWork W2085062371 @default.
- W4234371802 hasRelatedWork W2091215515 @default.
- W4234371802 hasRelatedWork W2143143555 @default.
- W4234371802 hasRelatedWork W2558677930 @default.
- W4234371802 hasRelatedWork W2765193704 @default.
- W4234371802 hasRelatedWork W4234371802 @default.
- W4234371802 hasRelatedWork W4296297081 @default.
- W4234371802 hasVolume "87" @default.
- W4234371802 isParatext "false" @default.
- W4234371802 isRetracted "false" @default.
- W4234371802 workType "article" @default.