Kullback-Leibler divergence to evaluate posterior sensitivity to different priors for autoregressive time series models (Q5085931)

From MaRDI portal
scientific article; zbMATH DE number 7551056
Language Label Description Also known as
English
Kullback-Leibler divergence to evaluate posterior sensitivity to different priors for autoregressive time series models
scientific article; zbMATH DE number 7551056

    Statements

    Kullback-Leibler divergence to evaluate posterior sensitivity to different priors for autoregressive time series models (English)
    0 references
    0 references
    30 June 2022
    0 references
    distance of posteriors
    0 references
    g-prior
    0 references
    Jeffreys' prior
    0 references
    Kullback-Leibler calibration
    0 references
    Kullback-Leibler divergence
    0 references
    multivariate t distribution
    0 references
    natural conjugate prior
    0 references

    Identifiers