A simulation study to compare reference and other priors in the case of a standard univariate Student \(t\)-distribution (Q5039385)
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scientific article; zbMATH DE number 7600312
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| English | A simulation study to compare reference and other priors in the case of a standard univariate Student \(t\)-distribution |
scientific article; zbMATH DE number 7600312 |
Statements
A simulation study to compare reference and other priors in the case of a standard univariate Student t-distribution (English)
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12 October 2022
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coverage percentages
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credibility intervals
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log-returns
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mean squared error
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probability-matching prior
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reference priors
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\(t\)-distribution
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0.7807903289794922
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0.7676413059234619
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0.7393138408660889
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0.7304961681365967
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0.722852885723114
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