Bayesian skew selection for multivariate models (Q2445637): Difference between revisions

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Revision as of 23:16, 19 March 2024

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Bayesian skew selection for multivariate models
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    Bayesian skew selection for multivariate models (English)
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    14 April 2014
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    skew \(t\) distribution
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    MCMC
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    point priors
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    model averaging
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    vector autoregression
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    intra-day electricity prices
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