Objective priors for the number of degrees of freedom of a multivariate \(t\) distribution and the \(t\)-copula (Q1662868)
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scientific article; zbMATH DE number 6920888
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| English | Objective priors for the number of degrees of freedom of a multivariate \(t\) distribution and the \(t\)-copula |
scientific article; zbMATH DE number 6920888 |
Statements
Objective priors for the number of degrees of freedom of a multivariate \(t\) distribution and the \(t\)-copula (English)
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20 August 2018
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information loss
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Kullback-Leibler divergence
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log-returns
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multivariate \(t\) distribution
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objective prior
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\(t\)-copula
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0.8730294108390808
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0.782738983631134
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0.7795554995536804
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0.753926694393158
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0.7484195232391357
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