Partially censored posterior for robust and efficient risk evaluation (Q2190228)
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scientific article; zbMATH DE number 7213053
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Partially censored posterior for robust and efficient risk evaluation |
scientific article; zbMATH DE number 7213053 |
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Partially censored posterior for robust and efficient risk evaluation (English)
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18 June 2020
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Bayesian inference
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censored likelihood
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censored posterior
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partially censored posterior
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misspecification
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density forecasting
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Markov chain Monte Carlo
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importance sampling
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mixture of Student's \(t\)
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value-at-risk
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expected shortfall
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0.8636425
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0.85985994
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0.85539764
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