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

Giuseppe De Luca; Franco Peracchi; Jan R. Magnus

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

Giuseppe De Luca, Franco Peracchi, Jan R. Magnus

Scienze Economiche, Aziendali e Statistiche

Research output: Contribution to journal › Article › peer-review

1 Citation (Scopus)

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.

Original language	English
Pages (from-to)	4039-4049
Number of pages	11
Journal	COMMUNICATIONS IN STATISTICS. THEORY AND METHODS
Volume	50
Publication status	Published - 2021

All Science Journal Classification (ASJC) codes

Statistics and Probability

Cite this

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title = "Posterior moments and quantiles for the normal location model with Laplace prior",

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.",

author = "{De Luca}, Giuseppe and Franco Peracchi and Magnus, {Jan R.}",

year = "2021",

language = "English",

volume = "50",

pages = "4039--4049",

journal = "Communications in Statistics - Theory and Methods",

issn = "0361-0926",

publisher = "Taylor and Francis Ltd.",

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TY - JOUR

T1 - Posterior moments and quantiles for the normal location model with Laplace prior

AU - De Luca, Giuseppe

AU - Peracchi, Franco

AU - Magnus, Jan R.

PY - 2021

Y1 - 2021

N2 - 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.

AB - 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.

UR - http://hdl.handle.net/10447/392847

M3 - Article

VL - 50

SP - 4039

EP - 4049

JO - Communications in Statistics - Theory and Methods

JF - Communications in Statistics - Theory and Methods

SN - 0361-0926

ER -

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

Abstract

All Science Journal Classification (ASJC) codes

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