The use of Jeffreys priors for the Student-<i>t</i>distribution (Q5300796): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1080/00949655.2011.563239 / rank | |||
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| Property / cites work: On Bayesian value at risk: from linear to non-linear portfolios / rank | |||
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| Property / cites work: Objective Bayesian analysis for the Student-t regression model / rank | |||
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| Property / cites work: Bayesian prediction with approximate frequentist validity. / rank | |||
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Latest revision as of 13:54, 6 July 2024
scientific article; zbMATH DE number 6182375
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The use of Jeffreys priors for the Student-<i>t</i>distribution |
scientific article; zbMATH DE number 6182375 |
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The use of Jeffreys priors for the Student-<i>t</i>distribution (English)
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28 June 2013
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Jeffreys prior
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probability-matching prior
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quantile estimation
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risk management
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Student-\(t\) distribution
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value at risk
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