Objective prior for the number of degrees of freedom of a \(t\) distribution (Q899016)
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scientific article; zbMATH DE number 6522867
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| default for all languages | No label defined |
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| English | Objective prior for the number of degrees of freedom of a \(t\) distribution |
scientific article; zbMATH DE number 6522867 |
Statements
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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0.8730294108390808
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0.8035547733306885
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0.7897372245788574
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0.766358494758606
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