Flexible modeling of conditional distributions using smooth mixtures of asymmetric Student \(t\) densities (Q993802)
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English | Flexible modeling of conditional distributions using smooth mixtures of asymmetric Student \(t\) densities |
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Flexible modeling of conditional distributions using smooth mixtures of asymmetric Student \(t\) densities (English)
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20 September 2010
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Bayesian inference
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Markov chain Monte Carlo
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mixture of experts
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variable selection
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volatility modeling
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