Bayesian skew selection for multivariate models (Q2445637): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.csda.2010.02.004 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W1967695321 / rank | |||
Normal rank |
Revision as of 23:16, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Bayesian skew selection for multivariate models |
scientific article |
Statements
Bayesian skew selection for multivariate models (English)
0 references
14 April 2014
0 references
skew \(t\) distribution
0 references
MCMC
0 references
point priors
0 references
model averaging
0 references
vector autoregression
0 references
intra-day electricity prices
0 references