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Search: subject:"Censored predictive likelihood"
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Censored Posterior and Predictive Likelihood in Bayesian Left-Tail Prediction for Accurate Value at Risk Estimation
Gatarek, Lukasz
;
Hoogerheide, Lennart
;
Hooning, Koen
; …
-
2013
likelihood; and the
censored
predictive
likelihood
, which is used for Bayesian Model Averaging. We perform extensive experiments …
Persistent link: https://www.econbiz.de/10010326148
Saved in:
2
Censored Posterior and Predictive Likelihood in Left-Tail Prediction for Accurate Value at Risk Estimation
Gatarek, Lukasz
;
Hoogerheide, Lennart
;
Hooning, Koen
; …
-
Tinbergen Instituut
-
2013
likelihood; and the
censored
predictive
likelihood
, which is used for Bayesian Model Averaging. We perform extensive experiments …
Persistent link: https://www.econbiz.de/10011255481
Saved in:
3
Censored posterior and predictive likelihood in Bayesian left-tail prediction for accurate value at risk estimation
Gatarek, Lukasz
;
Hoogerheide, Lennart
;
Hooning, Koen
; …
-
2013
Persistent link: https://www.econbiz.de/10009756308
Saved in:
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