Bayesian analysis based on the Jeffreys prior for the hyperbolic distribution

Thaís C. O. Fonseca, Hélio S. Migon, Marco A. R. Ferreira

Type: Article

Publication Date: 2012-07-03

Citations: 11

DOI: https://doi.org/10.1214/11-bjps142

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Locations

Brazilian Journal of Probability and Statistics - View
Project Euclid (Cornell University) - View - PDF

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+	On Properties of the Hyperbolic Distribution	2024	Roman V. Ivanov
+	Log-symmetric distributions: Statistical properties and parameter estimation	2016	Luis Hernando Vanegas Gilberto A. Paula
+	Fast and scalable computations for Gaussian hierarchical models with intrinsic conditional autoregressive spatial random effects	2021	Marco A. R. Ferreira Erica M. Porter Christopher T. Franck
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+	Penalized maximum likelihood estimation in the modified extended Weibull distribution	2017	Verônica Maria Cadena Lima Francisco Cribari‐Neto
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Works Cited by This (10)

Action	Title	Year	Authors
+	Statistical Properties of the Generalized Inverse Gaussian Distribution	1982	Bent Jørgensen
+	A note on reference priors for the scalar skew-normal distribution	2004	Brunero Liseo Nicola Loperfido
+	The Skew-normal Distribution and Related Multivariate Families*	2005	Adelchi Azzalini
+	Objective Bayesian analysis for the Student-t regression model	2008	Thaís C. O. Fonseca M. A. R. Ferreira Hélio S. Migon
+	The two-dimensional hyperbolic distribution and related distributions, with an application to Johannsen's bean data	1981	P. Blæsild
+	Bias reduction of maximum likelihood estimates	1993	David Firth
+	The extended generalized inverse Gaussian distribution for log-linear and stochastic volatility models	2006	Ralph S. Silva Hedibert F. Lopes Hélio S. Migon
+	Handbook of Mathematical Functions	1972	Milton Abramowitz I. A. Stegun
+	Bayesian and Non-Bayesian Analysis of the Regression Model with Multivariate Student-t Error Terms	1976	Arnold Zellner
+	A class of distributions which includes the normal ones	1985	Adelchi Azzalini