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