Flexible modeling of conditional distributions using smooth mixtures of asymmetric student T densities
Year of publication: |
2009
|
---|---|
Authors: | Li, Feng ; Villani, Mattias ; Kohn, Robert |
Publisher: |
Stockholm : Sveriges Riksbank |
Subject: | Statistische Verteilung | Volatilität | Bayes-Statistik | Markovscher Prozess | Monte-Carlo-Methode | Kapitaleinkommen | Theorie | Bayesian inference | Markov Chain Monte Carlo | Mixture of Experts | Variable selection | Volatility modeling |
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