The use of Jeffreys priors for the Student-<i>t</i>distribution (Q5300796)
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scientific article; zbMATH DE number 6182375
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| English | The use of Jeffreys priors for the Student-<i>t</i>distribution |
scientific article; zbMATH DE number 6182375 |
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The use of Jeffreys priors for the Student-<i>t</i>distribution (English)
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28 June 2013
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Jeffreys prior
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probability-matching prior
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quantile estimation
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risk management
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Student-\(t\) distribution
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value at risk
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0.86072814
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0.8544484
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0.8520335
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0.84961677
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0.8476671
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