Posterior moments and quantiles for the normal location model with Laplace prior-Reference-Cited by-同舟云学术

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Posterior moments and quantiles for the normal location model with Laplace prior

Published:2020-01-15 Issue:17 Volume:50 Page:4039-4049
ISSN:0361-0926
Container-title:Communications in Statistics - Theory and Methods
language:en
Short-container-title:Communications in Statistics - Theory and Methods

Author:

De Luca Giuseppe¹^ORCID,Magnus Jan R.²^ORCID,Peracchi Franco³⁴^ORCID

Affiliation:

1. Department of Economics, Business and Statistics (SEAS), University of Palermo, Palermo, Italy

2. Department of Econometrics & Operations Research, Vrije Universiteit Amsterdam, Amsterdam, The Netherlands

3. Department of Economics, Georgetown University, Washington, DC, USA

4. EIEF and Department of Economics and Finance, University of Rome Tor Vergata, Rome, Italy

Publisher

Informa UK Limited

Subject

Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/03610926.2019.1710756

Reference22 articles.

1. Rearranging Edgeworth–Cornish–Fisher expansions

2. On Robust Analysis of a Normal Location Parameter

3. The extended exponential power distribution and Bayesian robustness

4. Moments and Cumulants in the Specification of Distributions

5. Posterior expectations for large observations

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. WALS: Weighted-Average Least Squares Model Averaging;CRAN: Contributed Packages;2023-09-22

2. Sampling properties of the Bayesian posterior mean with an application to WALS estimation;Journal of Econometrics;2021-06

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