Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions (Q425687): Difference between revisions

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Latest revision as of 08:22, 5 July 2024

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Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions
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    Bayesian adaptive bandwidth kernel density estimation of irregular multivariate distributions (English)
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    8 June 2012
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    marginal likelihood
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    Markov chain Monte Carlo
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    S\&P 500 index
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    value-at-risk
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