Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions (Q425687): Difference between revisions
From MaRDI portal
Changed an Item |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 01:14, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions |
scientific article |
Statements
Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions (English)
0 references
8 June 2012
0 references
marginal likelihood
0 references
Markov chain Monte Carlo
0 references
S\&P 500 index
0 references
value-at-risk
0 references
