Flexible modeling of conditional distributions using smooth mixtures of asymmetric Student \(t\) densities (Q993802)
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scientific article; zbMATH DE number 5788974
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| English | Flexible modeling of conditional distributions using smooth mixtures of asymmetric Student \(t\) densities |
scientific article; zbMATH DE number 5788974 |
Statements
Flexible modeling of conditional distributions using smooth mixtures of asymmetric Student \(t\) densities (English)
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20 September 2010
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Bayesian inference
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Markov chain Monte Carlo
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mixture of experts
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variable selection
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volatility modeling
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0.7847884893417358
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0.7804479598999023
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0.780232846736908
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0.7699124813079834
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0.7699124813079834
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