Bayesian Inference in Generalized Error and Generalized Student-<i>t</i>Regression Models (Q5457969)

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scientific article; zbMATH DE number 5261929
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Bayesian Inference in Generalized Error and Generalized Student-<i>t</i>Regression Models
scientific article; zbMATH DE number 5261929

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    Bayesian Inference in Generalized Error and Generalized Student-<i>t</i>Regression Models (English)
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    10 April 2008
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    Bayesian inference
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    exchange rates
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    generalized error distribution
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    generalized \(t\) distribution
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    indirect inference
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    linear model
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    Monte Carlo methods
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