Objective prior for the number of degrees of freedom of a \(t\) distribution (Q899016)

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Objective prior for the number of degrees of freedom of a \(t\) distribution
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    Objective prior for the number of degrees of freedom of a \(t\) distribution (English)
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    21 December 2015
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    objective prior
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    \(t\) distribution
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    Kullback-Leibler divergence
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    linear regression
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    self-information loss function
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    robust analysis
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    financial return
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