Bayesian robust estimation of systematic risk using product partition models
Year of publication: |
2005
|
---|---|
Authors: | Quintana, Fernando A. ; Iglesias, Pilar L. ; Galea-Rojas, Manuel |
Published in: |
Applied financial economics letters. - Abingdon : Routledge, ISSN 1744-6546, ZDB-ID 2175172-9. - Vol. 1.2005, 5, p. 313-320
|
Subject: | Bayes-Statistik | Bayesian inference | Robustes Verfahren | Robust statistics | Risiko | Risk | Schätztheorie | Estimation theory |
-
A parsimonious approach to stochastic mortality modelling with dependent residuals
Mavros, George, (2014)
-
Giacomini, Raffaella, (2022)
-
Robust parameter design based on Gaussian process with model uncertainty
Feng, Zebiao, (2021)
- More ...
-
Bayesian robust estimation of systematic risk using product partition models
Quintana, Fernando A., (2005)
-
BAYESIAN IDENTIFICATION OF OUTLIERS AND CHANGE-POINTS IN MEASUREMENT ERROR MODELS
QUINTANA, FERNANDO A., (2005)
-
Bayesian clustering and product partition models
Quintana, Fernando A., (2003)
- More ...