Particle learning for fat-tailed distributions
Year of publication: |
2016
|
---|---|
Authors: | Lopes, Hedibert Freitas ; Polson, Nicholas G. |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 35.2016, 8/10, p. 1666-1691
|
Subject: | Bayesian inference | Credit crisis | Dynamic panel data | Kullback-Leibler | MCMC | Theorie | Theory | Panel | Panel study | Bayes-Statistik | Monte-Carlo-Simulation | Monte Carlo simulation | Statistische Verteilung | Statistical distribution | Markov-Kette | Markov chain | Finanzkrise | Financial crisis |
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