Posterior mean identifies the prior distribution in nb and related models

Bayes negative binomial models under two different parameterizations are shown to be completely identifiable by the form of the Bayes estimates of the parameter. Also power series mixtures are briefly treated.

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Year of publication:	1997
Authors:	Papageorgiou, H. ; Wesolowski, Jacek
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 36.1997, 2, p. 127-134
Publisher:	Elsevier
Keywords:	Conditional specifications Regression function Posterior mean Identifiability of mixtures Negative binomial mixtures Power series mixtures

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005137855