Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions
Year of publication: |
2012
|
---|---|
Authors: | Hu, Shuowen ; Poskitt, D.S. ; Zhang, Xibin |
Published in: |
Computational Statistics & Data Analysis. - Elsevier, ISSN 0167-9473. - Vol. 56.2012, 3, p. 732-740
|
Publisher: |
Elsevier |
Subject: | Marginal likelihood | Markov chain Monte Carlo | S&P 500 index | Value-at-risk |
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