Bayesian skew selection for multivariate models (Q2445637)
From MaRDI portal
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
