Bayesian outlier detection in Capital Asset Pricing Model (Q4970590)
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scientific article; zbMATH DE number 7256830
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian outlier detection in Capital Asset Pricing Model |
scientific article; zbMATH DE number 7256830 |
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Bayesian outlier detection in Capital Asset Pricing Model (English)
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7 October 2020
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capital asset pricing model
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constrained optimization algorithm
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Markov chain Monte Carlo
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outlier identification
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parametric product partition models
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score function
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