Dirichlet prior for estimating unknown regression error heteroskedasticity
Hiroaki Chigira and Tsunemasa Shiba
| Year of publication: |
[2015]
|
|---|---|
| Authors: | Chigira, Hiroaki ; Shiba, Tsunemasa |
| Publisher: |
Kunitachi Tokyo, Japan : Center for Financial Engineering Education (CFEE), Department of Economics, Hitotsubashi University |
| Subject: | Heteroskedastizität | Heteroscedasticity | Statistische Verteilung | Statistical distribution | Monte-Carlo-Simulation | Monte Carlo simulation | Markov-Kette | Markov chain | Regressionsanalyse | Regression analysis | Schätztheorie | Estimation theory |
| Extent: | 1 Online-Ressource (circa 18 Seiten) Illustrationen |
|---|---|
| Series: | Discussion paper / Center for Financial Engineering Education. - Kunitachi : Hitotsubashi University, ZDB-ID 2841510-3. - Vol. no. 2015, 1 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011804434