Analyzing model robustness via a distortion of the stochastic root: a Dirichlet prior approach (Q293596)
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| Language | Label | Description | Also known as |
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| English | Analyzing model robustness via a distortion of the stochastic root: a Dirichlet prior approach |
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Analyzing model robustness via a distortion of the stochastic root: a Dirichlet prior approach (English)
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9 June 2016
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model robustness
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model uncertainty
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value-at-risk models
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Dirichlet copula
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