Analyzing model robustness via a distortion of the stochastic root: a Dirichlet prior approach (Q293596)
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scientific article; zbMATH DE number 6590857
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| English | Analyzing model robustness via a distortion of the stochastic root: a Dirichlet prior approach |
scientific article; zbMATH DE number 6590857 |
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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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0.6778476238250732
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0.6729862093925476
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0.6712484955787659
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0.6682634353637695
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