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Revision as of 13:56, 5 March 2024

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On Bayesian Modeling of Fat Tails and Skewness
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    On Bayesian Modeling of Fat Tails and Skewness (English)
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    26 April 1999
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    posterior moments
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    stable distribution
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    Student \(t\) sampling
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    improper priors
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    Gibbs sampling
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