Bayes Empirical Bayes Estimation for Natural Exponential Families with Quadratic Variance Functions
Walter, G. G. ; Hamedani, G. G.
Ann. Statist., Tome 19 (1991) no. 1, p. 1191-1224 / Harvested from Project Euclid
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Certain orthogonal polynomials are employed to estimate the prior distribution of the parameter of natural exponential families with quadratic variance functions in an approach which combines Bayesian and nonparametric empirical Bayesian methods. These estimates are based on samples from the marginal distribution rather than the conditional distribution.
Publié le : 1991-09-14
Classification:  Exponential families,  natural exponential families,  quadratic variance function,  normal distribution,  Poisson distribution,  gamma distribution,  binomial distribution,  negative binomial distribution,  hyperbolic secant distribution,  orthogonal polynomials,  moments,  60E05,  62F10,  62F15 
@article{1176348245,
     author = {Walter, G. G. and Hamedani, G. G.},
     title = {Bayes Empirical Bayes Estimation for Natural Exponential Families with Quadratic Variance Functions},
     journal = {Ann. Statist.},
     volume = {19},
     number = {1},
     year = {1991},
     pages = { 1191-1224},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176348245}
}

Walter, G. G.; Hamedani, G. G. Bayes Empirical Bayes Estimation for Natural Exponential Families with Quadratic Variance Functions. Ann. Statist., Tome 19 (1991) no. 1, pp.  1191-1224. http://gdmltest.u-ga.fr/item/1176348245/