We derive explicit expressions for arbitrary moments and quantiles of the posterior distribution of the location parameter eta in the normal location model with Laplace prior, and use the results to approximate the posterior distribution of sums of independent copies of eta.
Giuseppe De Luca, Jan R Magnus, & Franco Peracchi (2021). Posterior moments and quantiles for the normal location model with Laplace prior. COMMUNICATIONS IN STATISTICS. THEORY AND METHODS, 50(17), 4039-4049 [10.1080/03610926.2019.1710756].
Data di pubblicazione: | 2021-08-13 | |
Titolo: | Posterior moments and quantiles for the normal location model with Laplace prior | |
Autori: | DE LUCA, Giuseppe (Primo) | |
Citazione: | Giuseppe De Luca, Jan R Magnus, & Franco Peracchi (2021). Posterior moments and quantiles for the normal location model with Laplace prior. COMMUNICATIONS IN STATISTICS. THEORY AND METHODS, 50(17), 4039-4049 [10.1080/03610926.2019.1710756]. | |
Rivista: | ||
Digital Object Identifier (DOI): | http://dx.doi.org/10.1080/03610926.2019.1710756 | |
Abstract: | We derive explicit expressions for arbitrary moments and quantiles of the posterior distribution of the location parameter eta in the normal location model with Laplace prior, and use the results to approximate the posterior distribution of sums of independent copies of eta. | |
Settore Scientifico Disciplinare: | Settore SECS-P/05 - Econometria Settore SECS-S/01 - Statistica | |
Appare nelle tipologie: | 1.01 Articolo in rivista |
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