Laplace Approximations for Natural Exponential Families with Cuts

• 1 March 1998
• journal article
• Published by Wiley in Scandinavian Journal of Statistics
• Vol. 25  (1) , 77-92
• https://doi.org/10.1111/1467-9469.00090

Abstract

Keywords

• CONJUGATE PRIOR
• CUT
• FULLY EXPONENTIAL FORM
• LAPLACE APPROXIMATION
• MARGINAL DENSITY
• MIXED PARAMETERIZATION
• NATURAL EXPONENTIAL FAMILY
• SIMPLE QUADRATIC VARIANCE FUNCTION
• STANDARD FORM