Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors (Q1740349): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 05:30, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors |
scientific article |
Statements
Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors (English)
0 references
30 April 2019
0 references
Bayesian nonparametric analysis
0 references
change points
0 references
Dirichlet process
0 references
hierarchical priors
0 references
mutual fund performance
0 references
